Location: United States (New York) Type: Permanent
Our client is a leading systematic hedge fund, looking for Quantitative researchers to help develop new innovative strategies. There is a wide range of flexibility within this fund, as they have an expanding portfolio covering most asset classes, and strategy holding periods ranging from milliseconds to longer term alternatives. Their team of Quant researchers provide a highly collaborative environment – and have had an extensively successful track record, making this role highly competitive.
Develop, implement and automate trading strategies within the firms trading network
Analyze large data sets using advanced statistical methods to identify trading opportunities
Develop a strong understanding of market structure of various exchanges and asset classes – with a particular focus on Equities
Before market open, check that all required data and related processes are ready for the trading day.
During market hours, sporadically monitor behavior and performance of strategies.
Required skills and experience:
Quantitative background - includes Masters and PhD’s in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics.
Programming proficiency with at least one major programming or scripting language such as C++ (preferred) Python or Java.
Strong communication skills: the ability to communicate effectively in both written and verbal English – and ability to work with colleague across multiple regions
Prior experience in developing strategies within previous job roles, or in working closely with other Quantitative researchers and/or Portfolio managers.
Desirable skills and experience:
Experienced at working with Equities
Experienced at developing systematic strategies for Equities
Strong education from top / leading universities
Experience with more than one major coding language, for example C++ and Python