Lead/Senior Quantitative Researcher (Systematic Equities) – Global Industry Leader/Systematic P[...]

Hunter Bond; New York (NY); On-site; USD 475,671 - 679,530; Full time

Job summary

Hunter Bond is seeking a Quantitative Researcher for systematic equities in New York. The role offers up to £350,000 base plus an industry-leading bonus. Candidates should possess 1+ years of alpha signal generation experience and an advanced degree in a quantitative discipline. Responsibilities include conducting full lifecycle research and deploying strategies across multiple asset classes. This position offers a hybrid work model and is part of a globally leading quantitative trading firm.

Qualifications

• 1+ year experience in alpha signal generation from a fund or trading firm.
• Strong publication records or best papers in your field.
• Awards in programming competitions like ACM-ICPC.

Responsibilities

• Full lifecycle research from data curation to signal generation.
• Develop and deploy systematic strategies across asset classes.

Skills

Alpha signal generation experience

Statistical modelling

C++ proficiency

Python proficiency

Statistical algorithms

Education

Advanced degree in a scientific or quantitative discipline

Job description

• Quantitative Researcher (Systematic Equities).
• Up to £350,000 starting base + industry-leading guaranteed bonus and package.
• TC of up to £1M+ GBP in annual compensation.

Location:

• Chicago/New York/London.
• Hybrid (3days).

Client:

• Globally leading quantitative proprietary trading firm founded in the late 2000s.
• Strong reputation in HFT and automated-market making coupled with MFT.
• Multidisciplinary team of highly accomplished scientific, academic and industry subject matter experts, including ACM-ICPC/Hackathon Winners, IOI/IMO/IPhO Medallists.
• Developing and deploying systematic strats across an array of asset classes including Equities, Futures, Options/Vol, and ETFs.

Role:

• Quantitative Researcher for Alpha Gen (Systematic Equities).
• Responsible for full lifecycle research from data curation/validation, feature engineering, model development and signal generation.
• Role is sitting in a Global Sys Equities team across the US, Europe and APAC.

Required skills:

• 1yr+ alpha signal generation experience from a competitor fund, market-maker or proprietary trading firm only.
• Advanced degree in a highly scientific, quantitative or computational discipline (examples include STEM and Machine Learning).
• Innovation in your field including strong publication records/best papers.
• Capable across topics in statistical modelling, algorithms, data structures, and/or ML.
• Working proficiency in one of the main OO programming languages: C++, Python.
• Extraordinary accomplishments in high school and university-level programming competitions including but not limited to: Olympiad Medallists, ACM-ICPC finalists and winners, and Industry-sponsored Hackathon finalists and winners.