Principal Responsibilities:
- Working alongside the PM on developing trading strategies, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies.
- Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process.
- Collaborate with the PM in a transparent environment, engaging with the whole investment process.
- Provide tools and data needed for the trading team to help manage risk.
Main Requirements:
- Demonstrated ability to conduct independent research using large data sets.
- Conduct original quantitative alpha signal research.
- Candidates with quantitative development experience will be considered as well, provided they also have relevant research experience.
- Strong research and programming skills. Working knowledge of Python and/or C++.
- Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field.
Preferable Requirements:
- Strong economic intuition and critical thinking.
- Product experience in statistical arbitrage strategies, event-driven strategies, or auctions trading.
- Trading experience would be desirable but is not necessary.
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