Develop quantitative trading strategies to run within the firm's systematic portfolios. Participate in all aspects of the alpha life cycle, including idea generation, data collection & curation, model creation, deployment and monitoring. Contribute to the team's portfolio construction and optimization process, using novel methods and cutting edge research ideas. Enhance the core execution models to improve profitability and minimize market impact. Work closely with technology to enhance the research platform to improve analysis capabilities and increase scalability of ideas.
- An advanced degree in a quantitative discipline.
- Industry knowledge, while helpful, is not strictly required. Candidates from all sectors welcome.
- Strong programming skills, preferably in Python, C++ or Java.
- Significant experience applying data science & statistical methods to a variety of data sets.
- Work on large scale data sets and with non-linear techniques is a plus.
- Must be highly detailed oriented and work well within a team.