Quantitative Researcher: Signals, ML & Production Trading

Eglp; New York (NY); On-site; USD 130,000 - 200,000; Full time

Job summary

Engineers Gate is seeking a motivated Quantitative Researcher to join a small, highly collaborative team managing a global, mid-frequency statistical arbitrage portfolio.

The researcher will contribute across the full research lifecycle, from exploring alternative datasets and developing trading signals to enhancing portfolio construction, risk, and transaction cost models and implementing research in production.

Qualifications

• Academic background in Mathematics, Physics, Computer Science, Engineering or a related field.
• A history of continuous and self-directed learning.
• Strong mathematical and modeling skills (proficiency in optimization theory is preferred).
• Proficiency in coding (Python, C++ preferred).
• Master's or PhD in any quantitative field is a plus, but not required.
• 2-5 years of working experience in quantitative research in equities/futures.
• Excellent attention to detail, strong written/verbal communication.

Responsibilities

• Explore unique alternative datasets to develop novel trading signals.
• Develop and enhance frameworks for portfolio construction.
• Utilize state of the art machine learning and data science techniques to improve stock level insights.
• Enhance the team's array of risk and transaction cost models.
• Write robust and production quality code.
• Manage the full pipeline of research projects from idea generation to implementation.

Skills

Python

C++

Quantitative analysis

Machine learning

Statistics

Education

Mathematics

Physics

Computer Science

Engineering

Job description

Engineers Gate is seeking a motivated Quantitative Researcher to join a small, highly collaborative team managing a global, mid-frequency statistical arbitrage portfolio.

The researcher will contribute across the full research lifecycle, from exploring alternative datasets and developing trading signals to enhancing portfolio construction, risk, and transaction cost models and implementing research in production.