Systematic Quant Researcher

Quanta Search; New York (NY); On-site; USD 110,000 - 150,000; Full time

Job summary

A leading systematic asset management company is seeking a Systematic Quant Researcher in New York. The role involves developing innovative trading strategies and requires strong quantitative skills. Ideal candidates will possess an MS or PhD in a quantitative field and have a passion for market analysis.

Benefits

Excellent compensation package for the right candidate.

Qualifications

• Candidates must have an MS or PhD in a quantitative field.
• Experience with large datasets is essential.
• Intermediate programming skills in C, C++, Matlab, R, or Python are required.

Responsibilities

• Develop trading strategies from idea generation to model creation.
• Design and run experiments to test market hypotheses.
• Analyze historical trading to improve profitability.

Skills

Mathematical methods

Statistical methods

Data analysis

Problem solving

Programming in Python

Programming in C

Programming in C++

Programming in Matlab

Machine Learning

Education

MS or PhD in Mathematics

MS or PhD in Physics

MS or PhD in Computer Science

MS or PhD in Electrical Engineering

Job description

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Join to apply for the Systematic Quant Researcher role at Quanta Search

Our client is a systematic asset management company utilizing cutting edge technology, data and people seeking to generate exceptional risk adjusted returns for their investment partners. Their team consists of a range of employees from enthusiastic entry level to tenured experts across a variety of disciplines including finance, academia, technology, data and operations from around the world. They are a tight-knit team that strives for exceptionalism.

You will be responsible for developing trading strategies, from idea generation and data collection to analysis and model creation. Designing and running experiments to test hypotheses about the market and/or specific trading signals while applying quantitative techniques and market intuition to large datasets. You will be advancing existing initiatives and pursuing new, previously unexplored research topics. You get to develop systematic strategies which exploit statistically-based predictive signals associated with various market inefficiencies and perform analyses on historical trading to improve profitability. You are not required to have industry knowledge and we welcome candidates from Academia and/or the Technology sector.

Candidates Should Meet The Following Requirements

• MS or PhD in a quantitative field and/or scientific discipline such as Mathematics, Physics, Computer Science, Machine Learning, or Electrical Engineering from a top university
• Experience working with large data sets
• Intermediate programming skills (C, or C++, Matlab, R, python)
• Exceptional knowledge of mathematical and statistical methods
• Ability to solve complex problems
• Ability to work independently and as part of a team in an open and collaborative environment.
  
  

Excellent comp package for the right candidate is offered.

Seniority level

• Seniority level

  Entry level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance and Sales

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