My client is a leading Quantitative hedge fund, which deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of their effort is rigorous research into a wide range of market anomalies, fuelled by their unparalleled access to a wide range of publicly available data sources. They are looking for an experienced researcher with a strong background in alpha research.
RESPONSIBILITIES
• Conduct original quantitative alpha signal research
• Manage all aspects of the research process, including data analysis, alpha signal discovery, backtesting, trading idea generation, alpha signal/portfolio analysis and the management of production code
• Evaluate new datasets for alpha potential
• Follow, digest, analyze and improve upon the latest academic research
DESIRABLE CANDIDATES
• 2+ years of research experience in Equities.
• Ph.D. or M.S. in finance, accounting, economics, mathematics, statistics, physics, computer science, operations research, or another quantitative discipline.
• Programming in any of the following: R, Python, or C++.
• Experience with SQL.
• Demonstrated ability to learn and apply new methodologies to alpha generation.
• Ability to work both independently and collaboratively within a team.
• Strong desire to deliver high quality results in a timely fashion.
• Detail-oriented.
• Willingness to take ownership of his/her work.
