A multi-billion-dollar firm is seeking to hire a Quantitative Researcher to join their most successful Equities Trading Team. This is an opportunity to work with an extremely successful firm that has continuously adapted to the ever-changing market successfully with a long term track of success. This Quantitative Researcher role will be learning and working with a team of highly skilled developers and researchers with backgrounds from some of the most prestigious academic and professional financial institutions. The majority of this team is split between offices in NYC and Boston and will require this role to sit in person in one of the two office locations.
Responsibilities:
- Research and build prototypes to test improvements to quantitative investment strategies focused on US and Global Equity trading
- Develop new and optimize existing machine learning algorithms for short term equity signals
- Research alphas to deploy statistical arbitrage, volatility arbitrage, and futures style strategies across equity markets
- Collaborate with researchers to conduct statistical analysis, build applications.
Requirements:
- 4-8 years in a quantitative research role with experience researching intraday to medium term equity alphas
- Advanced Degree in Operational Research, Computer Science, Statistics, Mathematics, Engineering, or similar
- Experience with databases and query languages
- Experience programming with Python and machine learning packages
- Ability to work out of NYC or Boston Office
