Leading stat arb fund are adding a quant alpha researcher and open to candidates who want to work both in New York and London City.
- Systematic and quantitative research and development of systematic equity intraday trading strategies covering volatility based products.
- Research and implementation of new data using machine learning algorithms such as decision trees, neural networks, basis expansions.
- Back testing and understanding of strategies including abstractions and requirements.
- Collaboration between team members in order to drive productivity and facilitate innovative ideas.
- Alpha and signal research to add to newly launched portfolio.
- PhD in Maths, Physics , Computer Science , Statistics etc
- Experience in Stat-Arb
- 3-7 years working on the buy side or in a front office equity capacity.
- Strong coding knowledge in Python, C/C++ or R
You will also have experience in alpha research , portfolio construction , factor modelling , asset allocation.
Please send a PDF resume to email@example.com