Systematic Equities Quantitative Researcher

Responsibilities:

This role will work directly with a quantitative portfolio manager on an investment team. The quantitative researcher will work with the team to:

Conduct quantitative research and analysis relating to equity trading, equity alpha generation, and portfolio construction

Develop mid-frequency trading strategies and equity trading execution

Develop broad-based statistical arbitrage alphas and trading strategies

What you'll bring:

MS or PhD degree in a highly quantitative field, including mathematics, statistics, physics, computer science, financial engineering, or equivalent

2+ years of professional experience in quantitative research

Proven alpha research experience in mid-frequency US equities statistical arbitrage strategies

Experience developing technical alphas

Strong programming skills in Python

Experience with cloud computing is preferred

The ideal candidate will have:

Passion for quantitative research, strong self-motivation, and curiosity

Independent research experience and/or demonstrated proficiency in statistical methods and problem-solving skills

Rigorous and scalable research process

Good capability of time management and prioritization

Outstanding attention to detail and strong organization skills