Intraday Equity Quant Researcher

A leading financial services firm in New York is seeking a Quantitative Researcher to formulate and deploy alpha-generating strategies focusing on intraday trading. Candidates should possess over 2 years' experience in quantitative research, especially in equities. Proven skills in statistical modeling, machine learning, and a solid understanding of market dynamics are crucial. The role involves collaboration with engineers and traders to turn research insights into practical applications, contributing significantly to performance optimization.