We are looking for a Quantitative Researcher to be part of a collaborative team based in New york, with a focus on systematic, short-term relative value strategies in futures and/or currency markets.
Responsibilities:
Combine sound financial insights and statistical techniques to explore, analyze, and harness predictive information from a large
variety of data sets
Research and develop short-term signals which will be deployed in systematic trading strategies
Aid in developing and extending the team’s proprietary research platform
Collaborate with the Senior Portfolio Manager and the trading group in a transparent environment, engaging with the whole
investment process
Stay current on state-of-the-art technologies and tools including technical libraries, computing environments, and academic
research
Preferred Technical Skills:
Strongly skilled in Python
Experience and success working with large and diverse data sets
Bachelor’s, Master’s, or PhD in Statistics, Econometrics, Computer Science, Astrophysics, Astronomy, or STEM-related data-heavy fields
Excellent communication, analytical and problem-solving skills
Graduate training in Time Series or Signal Processing (plus)
Preferred Experience:
5 years of experience working in a computational, quantitative, or data-rich research position
SDLC experience
: 2-3 years of experience in the financial industry (plus)
Highly Valued Relevant Experience:
Experience building short-term trading strategies in macro-markets (futures, currencies, interest rates)
Experience working with large data sets, such as those in astronomy or astrophysics
Experience in quantitative, econometrics, asset pricing, or macro sub-fields
Benefits and Incentives:
Market-leading compensation, bonus, and company benefits.
Working for a top-performing trading team, leading key areas and development.
Potential for substantial business impact.
Work for a business that prides itself on technology and developing bespoke high-performing trading platforms.
