Experienced Quantitative Strategist

WorldQuant
Washington, US
Remote

Why this role

Pace
Fast Paced
Collaboration
High
Autonomy
Medium
Decision Impact
Team
Role Level
Team Lead

What success looks like

  • supported Portfolio Managers with alpha research
  • built and maintained tools and systems
Typical background
PhD or Masters degree in computer science, mathematics, statistics, physics, engineering, or quantitative finance2-8 years’ experience in quantitative research and/or quantitative development

Transferable backgrounds

Skills & requirements

Required

quantitative researchsystematic strategiesalpha researchportfolio constructionprogramming (Python, C++)Linux

Preferred

PhD or Masters degree from a top university

Stack & domain

PythonC++LinuxData structuresAlgorithmsQuantitative researchQuantitative developmentSystematic strategiesAlpha researchPortfolio constructionOptimizationQuantitative trading strategiesProblem-solvingMoral integrityWork ethicQuantitative financeSystematic financial strategiesAsset classesGlobal marketsFinancial strategiesMarket inefficiencies

About the role

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies. Our teams work collaboratively to drive the production of alphas and financial strategies – the foundation of a balanced, global investment platform.

WorldQuant is built on a culture that pairs academic sensibility with accountability for results. Employees are encouraged to think openly about problems,…

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