QUANT RESEARCHER; INTRADAY EQUITIES/FUTURES - Selby Jennings : Job Details

A high performing team within a globally leading hedge fund is actively looking to on board a mid-level quant research with intraday equities or futures alpha research experience. Candidates will join the team's effort in developing mid-frequency systematic trading strategies.

Skills

• 3+ years of prior work experience in stat-arb required (equities or futures)
• PhD in a quantitative or technical discipline (e.g. statistics, computer science, physics, mathematics, economics)
• Exceptional academic credentials
• Demonstrated ability to conduct research using large noisy real-world datasets
• Exceptional attention to detail and desire to understand issues deeply
• Outstanding work ethic and ability to thrive in a fast-paced environment
• Strong numerical programming skills, including proficiency in Python for data analysis and machine learning. Experience with C++ a plus