QUANTITATIVE RESEARCHER (Intraday Alpha)

Anson McCade; New York (NY); On-site; USD 150,000 - 200,000; Full time

Job summary

An established industry player is seeking a Quantitative Researcher to join their dynamic team. This role offers an exciting opportunity to work alongside experienced professionals in developing systematic trading strategies and conducting in-depth research across global equity markets. The ideal candidate will leverage their strong programming skills and quantitative background to generate innovative trading ideas and implement models. If you thrive in a fast-paced environment and are passionate about quantitative finance, this position is perfect for you, providing a platform to make a significant impact in the trading space.

Qualifications

• 2-7 years of experience in quantitative equity strategies.
• Strong programming skills in Python and C++.

Responsibilities

• Develop systematic trading strategies with a focus on intraday alphas.
• Conduct research across various quantitative trading strategies.

Skills

Python

C++

Statistical Modelling

Data Analysis

Research Skills

Education

Bachelor's degree in Quantitative Subject

Master's degree in Quantitative Subject

PhD in Quantitative Subject

Tools

Linux

Job description

QUANTITATIVE RESEARCHER (Intraday Alpha)

US or Europe

TEAM OVERVIEW

Our client is a quantitative research and trading team with a strong track record in systematic equities. The founding members have approximately 70 years quantitative trading experience between them, with backgrounds from the senior ranks at top tier institutions. Having established the core infrastructure, trading processes and delivered performance, they are now looking to aggressively expand across multiple areas of the business. For the right individual they offer a highly rewarding front office role in a fast paced and collaborative environment, where each individual's impact can be clearly seen.

PRINCIPAL RESPONSIBILITIES

• Work alongside the Portfolio Manager on developing systematic trading strategies, with a primary focus on:
  • Idea generation on intraday alphas
  • Data gathering and research/analysis
  • Model implementation and back testing for systematic global equities strategies
• Conduct research across a variety of quantitative trading strategies involving high frequency market data.
• Conduct research across multiple regions including US, Europe, Japan and other non US equity markets.

REQUIRED TECHNICAL SKILLS

• Strong programming skills in any object-oriented language such as Python and C++.
• Strong Linux knowledge.
• Bachelors, Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or a related field from a top ranked university.

PREFERRED EXPERIENCE

• 2-7 years' experience within quantitative equity strategies, as evidenced by experience at an asset manager, or trading groups within a hedge fund.
• Experience developing intraday equity trading signals, from multi sources of data, including but not limited to raw streaming market data
• Strong experience and understanding of statistical modelling techniques for equities trading.

HIGHLY VALUED RELEVANT EXPERIENCE

• Candidates who have prior experience in managing intraday equity strategies is highly valued
• HFT experience highly valued