Systematic Equities Quantitative Researcher
£Competitive Base + market leading bonus GBP
Hybrid WORKING
Location: New York, New York – United States Type: Permanent
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.
Reference: AMC/ASA/QR1
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