Position: Quantitative Researcher (Cross-Asset) – Systematic Fund – up to $300,000 base + exceptional bon[...]
Location: New York
Job title
Quantitative Researcher (Cross-Asset)
Firm
Pioneering Quantitative Buy-Side Fund – Multidisciplinary team of Mathematicians, Physicists, Technologists, Academics, and finance industry experts.
Salary
Up to $300,000 starting base + exceptional bonus and package.
Location
New York (Hybrid 2/3days onsite)
This firm is a scientific and data-driven systematic fund who are currently at the forefront of computational finance.
As a result of their stellar and continued success in the industry, they’re currently aggressively scaling their quantitative strategies businesses in New York. This is an invaluable opportunity to develop and implement systematic strategies alongside genuine experts in the field of quantitative trading.
Additional Information
- Pioneer of computational finance. Performing at the forefront of the quant industry for the last 3 decades.
- Developing quantitative strategies in systematic trading since the 1990s.
- Trading across an array of investment strategies and products (Equities, Futures, FI, Macro, Vol).
- Multidisciplinary team of exceptional subject matter STEM experts across Mathematics, Physics, Comp Sci, and Engineering.
- Highly collaborative trading environment with data and execution managed centrally.
Role
- Explore an array of complex and noisy data sets using mathematical models and sophisticated data analysis techniques to identify statistical patterns.
- Contribute towards conceptualizing systematic strategies by developing and combining novel alphas.
- Leverage sophisticated statistical methods to understand and manage risk, profitability and transaction costs in conceptualizing new trading ideas.
- Back test and implement productionized trading models in a live trading environment.
- Lead the full research lifecycle strategy from data ingestion to alpha generation.
Required skills
- Academic degree in mathematics, statistics, physics, computer science, or another highly quantitative discipline.
- Knowledge of algorithms, data structures, probability and statistics.
- Experience of dealing with a multitude of noisy data challenges of working in a data-driven environment.
- Proficient in either C++ or Python.
- Experience with translating mathematical models and algorithms into code.
- Proficient in exploring and attaining value from noisy and complex data sets (alt, market, options, tick).
If this opportunity is of interest, please apply direct or email me directly at .
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