Leading quant fund want to add a quant research analyst with a specialization in short- term trading to join their quant strategies team .
- Research and develop short-term systematic models with holding periods from a few days up to 2 weeks that trade futures and FX markets
- Research and develop portfolio construction and optimization methods for short-term trading to maximize performance while controlling risk, drawdowns, and trading cost
- Follow robust research and development procedures to reduce differences between simulated and actual performance
- Work collaboratively in a research team environment, using common development tools to facilitate robust implementation of research as well as production versions of trading systems
- Interact with other departments – technology, operations, trading, marketing, and accounting - to ensure current and proposed ideas are implemented, monitored, and executed efficiently and accurately
- Regularly present findings and ideas to management and investment committee
- Complete other projects as requested by senior management
- MS or PhD in a quantitative field such as science, engineering, or finance
- 2-5 years experience in short-term systematic futures and/or FX trading
- Ability to demonstrate solid knowledge of the nuances of short-term trading
- Prior experience researching alpha signals over intraday market data as well as the execution of the generated trading signals
- Ability to implement systematic trading models for short-term trading
- Strong programming skills in MATLAB and/or Python.
Apply:- Please send a PDF CV to firstname.lastname@example.org