Systematic Quant Researcher

HRB; New York (NY); On-site; USD 80,000 - 150,000; Full time

Job summary

Join a forward-thinking asset management company that leverages cutting-edge technology and data to drive exceptional investment returns. As a key member of a dynamic team, you will develop and refine trading strategies, applying quantitative techniques to large datasets. This role offers the opportunity to explore new research topics and advance existing initiatives, making a significant impact on profitability. Ideal candidates will possess a strong quantitative background, programming skills, and a passion for solving complex problems. Embrace the chance to work in a collaborative environment where your contributions are valued and rewarded.

Qualifications

• MS or PhD in a quantitative field from a top university.
• Experience with large data sets and programming skills.

Responsibilities

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

Skills

Mathematical Methods

Statistical Methods

Problem Solving

Data Analysis

Programming (C, C++, Matlab, R, Python)

Education

MS or PhD in Quantitative Field

Degree in Mathematics, Physics, Computer Science, Machine Learning, or Electrical Engineering

Tools

Matlab

Python

R

Job description

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:

1. 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
2. Experience working with large data sets
3. Intermediate programming skills (C, C++, Matlab, R, Python)
4. Exceptional knowledge of mathematical and statistical methods
5. Ability to solve complex problems
6. Ability to work independently and as part of a team in an open and collaborative environment.

Excellent compensation package for the right candidate is offered.