Senior Equity Quant Researcher

HaylieRead Interior Design; New York (NY); On-site; USD 200,000 - 260,000; Full time

Job summary

An established industry player is on the lookout for a Quant Researcher to join their dynamic team in New York City. This role offers the exciting opportunity to work at the intersection of finance and data science, where you'll develop innovative quantitative models and analyze vast datasets to uncover trading opportunities. You'll collaborate with talented researchers and developers, staying at the forefront of market trends and academic research. If you are passionate about financial markets and possess strong programming skills, this position could be your gateway to making a significant impact in the world of alternative asset management.

Qualifications

• Strong programming skills in Python with a focus on data analysis.
• Experience in quantitative analysis and statistical modeling.

Responsibilities

• Develop quantitative models to predict market movements.
• Analyze large datasets to extract insights for decision-making.

Skills

Python Programming

Quantitative Analysis

Data Interpretation

Statistical Modeling

Problem-Solving Skills

Communication Skills

Collaboration Skills

Education

Bachelor's Degree in Computer Science

Master's Degree in Statistics

Ph.D. in Mathematics

Advanced Training in Finance

Tools

Statistical Software

Data Analysis Tools

Job description

AlphaQuest is seeking a Quant Researcher who has a strong understanding of financial markets and will help support our equity portfolio. You will work with other researchers and developers on various research projects including design of predictive signals and the enhancement of our models and algorithms. The ideal candidate will have strong programming skills and demonstrate a passion for diving deep into data analysis, allowing for creative alpha generation driven by in-depth understanding of the data.

Duties and Responsibilities:

• Develop quantitative models to predict market movements and identify trading opportunities.
• Stay updated with the latest academic research and apply relevant findings to enhance models.
• Analyze large datasets to extract insights and inform decision-making processes.
• Collaborate with other team members to improve existing research and trading infrastructure, as well as adding new data analysis and research tools.
• Take a proactive approach to problem-solving, demonstrating a high level of motivation and initiative in the pursuit of innovative investing strategies.
• Stay informed about market trends, emerging technologies, and advancements in quantitative finance.

Experience:

• Bachelors, Masters or Ph.D. in Computer Science, Statistics, Mathematics, Economics, Physics, or related fields. Advanced degree preferred.
• Advanced training in Statistics, Mathematics, Finance/Financial Engineering or a related field
• Strong familiarity with high-capacity research methodologies in cash equities
• Proven experience in quantitative analysis, data interpretation, and statistical modeling.
• Strong knowledge of financial markets and instruments
• Strong programming skills in Python
• Strong analytical and problem-solving skills with the ability to derive insights from complex data sets.
• Excellent communication skills with the ability to present complex ideas and findings in a clear and concise manner
• Strong collaborative and teamwork abilities to work effectively with cross-functional teams.

AlphaQuest will not accept unsolicited resumes from agencies for this role or any others.

The base range for this role is expected to be between $200,000 and $260,000. This does not include other aspects of compensation such as discretionary bonus and a competitive comprehensive benefits package. Actual compensation offered to a candidate will vary within the range above depending on factors such as qualifications, education, and skill level.

About the Firm

AlphaQuest is a research-driven, alternative asset management firm headquartered in New York City with $2.3 billion in assets under management, focused on delivering truly uncorrelated investment strategies at the intersection of mathematics, data science and investing. Founded in 2001 by chief investment officer Nigol Koulajian, the firm manages assets on behalf of some of the world’s largest institutional investors. Through our collaborative approach to research, our team combines our values – intellectual humility, transparent collaboration, rapid prototyping and knowledge continuity – to improve our understanding of Alpha and tail risk, in an effort to develop quantitative investment strategies that benefit from short-term expansions in volatility and crowding, as well as longer-term shifts in the market regime.