Equity Systematic Quant Researcher Equity Systematic Quant Researcher …

Anson McCade
in Chicago, IL, United States
Permanent, Full time
Last application, 23 Nov 21
perfomance based bonus
Anson McCade
in Chicago, IL, United States
Permanent, Full time
Last application, 23 Nov 21
perfomance based bonus
Great opportunity for an experienced equity quant researcher to join a collaborative team based in Chicago. You can based remotely in the US or Europe for this role.

Equity Quantitative Researcher for tier 1 fund

Exciting opportunity to join a small, collaborative team based in Chicago, with a focus on intraday systematic equity strategies.

You can be based in the US or Europe. You should have good communication skills to be able work with team members remotely.

Principal Responsibilities:

  • Work alongside the PM on intraday alpha research, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies
  • Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
  • Collaborate with the PM in a transparent environment, engaging with the entire investment process

Preferred Technical Skills:

  • Strong research and programming skills in Python are necessary
  • Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field from a top ranked university

Preferred Experience:

  • 3-4 years of experience as a quantitative researcher/trader in systematic equities with a focus on closing auction strategies
  • 3-4 years of market microstructure alpha research
  • Demonstrated ability to understand fundamental and event related data and experience with alternative data sources
  • Demonstrated ability to conduct independent research using large data sets

Highly Valued Relevant Experience:

  • 3-4 years within a Central Risk Book team at a bank
  • Strong economic intuition and critical thinking
  • Product experience in statistical arbitrage strategies, event-driven strategies or auctions trading
  • Trading experience would be desirable but is not required
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