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Quantitative Researcher (Trading Strategies)

Nebula Research and Development LLC New York, United States
Posted 5 days ago Permanent $150,000 - $250,000 + Bonus
T
Posted by
Tom Massey
Recruiter
The Quantitative Researcher is responsible for identifying and developing alphagenerating trading strategies using quantitative methods. This role will involve extensive data analysis, statistical modeling, algorithmic trading, and collaboration with the Chief Investment Officer and other researchers.

 

Responsibilities:

Alpha Research:

  • Formulate and prioritize potential investment ideas based on market anomalies, fundamental analysis, and alternative data sources.
  • Research and analyze relevant academic literature, industry reports, and market data to refine research hypotheses.
  • Develop and implement quantitative models using statistical tools and machine learning techniques to extract alpha.
  • Back-test and validate trading strategies across various market conditions and historical periods.

Model Development and Optimization:

  • Design and build trading algorithms and signal generation methodologies based on model outputs.
  • Optimize trading strategies for performance, risk management, and transaction costs.
  • Conduct stress testing and scenario analysis to assess model robustness under different market conditions.
  • Automate model execution and data integration into the trading platform.

Collaboration and Communication:

  • Present research findings, trading strategies, and performance analysis to the Chief Investment Officer and senior researchers.
  • Discuss and refine investment ideas with colleagues, incorporating feedback into research and development.
  • Stay up-to-date on the latest quantitative research and industry trends through continuous learning and participation in conferences/seminars.
  • Document research methodologies, model specifications, and trading algorithms for future reference and audit purposes.

Qualifications:

  • Master's degree or Ph.D. in Mathematics, Statistics, Physics, Computer Science, Finance, or a related quantitative field.
  • Strong track record in quantitative research, statistical modeling, and data analysis.
  • Proven experience in developing and back-testing trading strategies using quantitative methods.
  • Proficiency in programming languages commonly used in quantitative finance (e.g., Python, R, C++).
  • Excellent communication, presentation, and collaboration skills.
  • Ability to work independently and as part of a team in a fast-paced environment.
  • Strong understanding of financial markets, instruments, and trading practices.

Additional Desired Skills:

  • Experience with machine learning, artificial intelligence, and natural language
  • processing techniques.
  • Knowledge of alternative data sources and their application in quantitative
  • research.
  • Strong mathematical and statistical foundation, including probability theory, time series analysis, and risk management techniques.

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