A start-up hedge fund in NYC is looking to hire a candidate who has experience with short-term alpha generation across traditional, alternative, and digital asset classes.
The Quant Researcher/PM will be responsible for:
- Cleaning data and alpha generation
- Eliminating bad alpha and backtesting strategies
- Perform research and analysis to improve existing strategies and algorithms
The Quant Researcher/PM should have the following qualifications:
- 3+ years of alpha generation experience in a HFT environment
- Master's Degree or Ph.D. in a quantitative field
- Proficiency in Python
- Any asset class welcome
- Significant PnL split
- Opportunity to grow with the firm
- Exposure to senior management
If you are interested in the Quantitative Researcher/PM role, then please don't wait to apply.