A great opportunity for an experienced equity stat arb quant researcher with a multi strategy hedge fund based in NYC.
Systematic Equity Quant Alpha Researcher
This is an exciting opportunity for a relatively experienced Quantitative Researcher to be part of a small, collaborative team based in NY, with a focus on systematic equity strategies.
- Working alongside the PM on developing trading strategies, 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 whole investment process
- Minimum of 4 years of experience as a quantitative analyst/trader in systematic equities
- Demonstrated ability to conduct independent research using large data sets
- Candidates with quantitative development experience will be considered as well, provided they also have relevant research experience
- Strong research and programming skills. Working knowledge of Matlab/Python and SQL are necessary
- Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field
- 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 necessary