Quant Researcher - Systematic Equity

HWTS Global; New York (NY); On-site; USD 120,000 - 160,000; Full time

Job summary

A leading recruitment firm is looking for a Director to connect hedge funds and prop trading firms with high-caliber quantitative talent. Candidates should have a Master's or Ph.D. in a related field and 4+ years in Systematic Equities. Strong analytical skills with programming experience in Python and statistical packages like R or Matlab are essential for success in this role.

Qualifications

• 4+ years within Systematic Equities.
• Demonstrated empirical skill with large datasets.
• Previous exposure to a quantitative research role preferred.

Skills

Statistical modeling

Data analysis

Programming (Python, C/C++)

Mathematics

Finance/Financial Engineering

Education

Masters or Ph.D. in Statistics, Mathematics, Operations Research, Economics

Tools

Matlab

R

Job description

Director | Quantitative Recruitment Expert | Connecting Hedge Funds & Prop Trading Firms with High-Calibre Quant Talent | Speed to Market & Quality…

Requirements

• Masters, or Ph.D. in Statistics, Mathematics, Operations Research, Economics or a related field
• Advanced training in Statistics, Mathematics, Finance/Financial Engineering or a related field
• 4+ Years within Systematic Equities
• Strong mathematical and/or statistical modeling background
• Demonstrated empirical skill; comfortable with analysis of large datasets
• Intellectual curiosity and passion for solving investment problems through the use of technology and fundamentals
• Demonstrated interest in or knowledge of investments, including asset pricing, empirical anomalies and market microstructure
• Previous exposure to a quantitative research role with exposure to equity factor models preferred
• Experience using statistical packages (e.g. Matlab, R) and experience with programming & scripting languages (e.g. Python, C/C++)