Quantitative Researcher - Systematic Trading - Buy Side - New York
We are currently working with a systematic investment management firm who employ industry leading quantitative methods to capture alpha in capital markets. With AUM of around $3billion, the firm are looking for the next addition to the team. They are seeking to add a skilled quantitative researcher with experience in US equity market microstructure research for intraday strategies.
In order to apply you should have: • Direct experience in US equity market microstructure research
• Experience modelling, trading OR research intraday equity strategies
• Exposure to using microstructure data to develop intraday predictive signals
• A strong background in statistics and modelling
• The ability to code in high performance languages
• Experience with AWS
• A strong academic background, MSc minimum
If you think your experience is matched with the above, please send your CV in WORD format to quantresearch@octaviusfinance.com
