Job Description: Quantitative Researcher - Intraday Futures and Equities
Location: Berkeley, California
Firm Overview:
A premier hedge fund known for its innovative and systematic trading strategies is expanding its team in Berkeley, California. With the arrival of a new Portfolio Manager in April 2025-an accomplished leader from a leading Machine Learning quantitative trading firm-the team is seeking top-tier talent to drive intraday trading strategies in Futures and Equities.
A premier hedge fund known for its innovative and systematic trading strategies is expanding its team in Berkeley, California. With the arrival of a new Portfolio Manager in April 2025-an accomplished leader from a leading Machine Learning quantitative trading firm-the team is seeking top-tier talent to drive intraday trading strategies in Futures and Equities.
Position Overview:
We are looking for a Quantitative Researcher with a strong foundation in Machine Learning, a PhD in a quantitative discipline, and 2-10 years of experience at a quantitative trading firm. The successful candidate will develop and implement cutting-edge intraday strategies leveraging Machine Learning techniques across futures and equities markets.
We are looking for a Quantitative Researcher with a strong foundation in Machine Learning, a PhD in a quantitative discipline, and 2-10 years of experience at a quantitative trading firm. The successful candidate will develop and implement cutting-edge intraday strategies leveraging Machine Learning techniques across futures and equities markets.
Key Responsibilities:
- Conduct alpha research and develop intraday trading strategies for futures and equities.
- Apply advanced Machine Learning techniques to discover novel trading signals and optimize existing models.
- Collaborate closely with the PM to refine and implement trading ideas using a systematic approach.
- Backtest and validate strategies with a focus on scalability, robustness, and performance.
- Monitor and analyze strategy performance, ensuring continuous improvement and adaptation to market conditions.
Qualifications:
- PhD required in a quantitative field such as Mathematics, Computer Science, Physics, Statistics, or a related discipline.
- 2-10 years of experience at a quantitative trading firm, with a track record of success in developing trading strategies.
- Deep expertise in Machine Learning applications for quantitative trading.
- Strong programming skills in Python, C++, or similar; proficiency in statistical modeling tools and frameworks.
- Experience with large-scale data analysis and high-frequency datasets.
- Exceptional problem-solving skills, creativity, and a strong attention to detail.
Why Join Us?
- Be part of an innovative team led by a visionary PM with a proven track record in Machine Learning-driven trading.
- Access to cutting-edge technology, data, and resources to design and execute world-class strategies.
- Collaborative and intellectually stimulating environment in the heart of Berkeley, California.
Application Instructions:
If you meet the qualifications and are excited to work at the forefront of quantitative trading, please apply with your CV detailing your relevant experience and achievements.
If you meet the qualifications and are excited to work at the forefront of quantitative trading, please apply with your CV detailing your relevant experience and achievements.
