Independently conduct quantitative finance research with a focus on statistical and predictive models
Manage all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring
Design, backtest, and implement algorithms for optimal portfolio construction
Liquidity and transaction cost modeling
Evaluate new datasets for alpha potential
Contribute to the continuous improvement of the investment process and the team’s research and trading infrastructure
Undergrad, MS or PhD in finance, computer science, mathematics, physics, engineering or other quantitative discipline from a red brick university.
Demonstrated ability to conduct independent research utilizing large data sets.
Prior experience developing, researching or implementing quantitative models for equities, futures or FX, either at a firm or independently
Programming in any of the following: C++, Java, C#, MATLAB, R, Python or Perl.
Strong analytical and quantitative skills.
Willing to take ownership of his/her work, working both independently and within a small team.
Please send a PDF resume to firstname.lastname@example.org