HFT Quant Researcher/Strategist HFT Quant Researcher/Strategist …

Selby Jennings QRF
in New York, NY, United States
Permanent, Full time
Last application, 13 Aug 19
Negotiable
Selby Jennings QRF
in New York, NY, United States
Permanent, Full time
Last application, 13 Aug 19
Negotiable
Selby Jennings QRF
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

Benefits:

  • 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.

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