• Permanent, Full time
  • Anson McCade
  • 17 Apr 18
  • New York, NY, USA
  • Competitive
  • Full time

Systematic Quant Researcher (New York)

My client is one of the world’s premier investment firms. The Firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures, and foreign exchange. The core of their effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

Systematic Quant Researcher (New York)

 

 

My client is one of the world’s premier investment firms. The Firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures, and foreign exchange. The core of their effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

 

The function

 

Researchers and Data Scientists are responsible for independently conducting quantitative finance research with a focus on statistical and predictive models. Successful researchers manage all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.

 

Some successful researchers have joined from similar backgrounds at other firms. Others have joined from related fields or directly from academia and have thrived with hands on guidance from their large team of experienced portfolio managers and researchers. The most exceptional team members combine strong technical skills and a passion for problem solving with an intense curiosity about financial markets and human behaviour.

 

 

Role:

 

  • To research and develop alpha signals
  • Collect, clean, validate, and analyze large amounts of related data in an effort to develop new sources of alpha for Systematic or Market Liquidity Strategies.
  • Utilize complex statistical and mathematical tools, probability theory, and optimization methods to balance risk/return tradeoff while incorporating risk control tools.

 

 

Essential

 

  • 1-4 Years’ experience conducting research, and using research to create alpha signals.
  • Prior experience of developing quantitative strategies and managing the risks of the portfolio
  • Strong work ethic, highly organized, detail‐oriented, and motivated to drive projects
  • Strong communication skills
  • Strong quantitative skills, preference for candidate with an advanced degree from a leading academic institution
  • Fluent in at least one statistical language, e.g. Python, Matlab, R, SPlus
  • Strong communication skills

 

 

If interested, please send a copy of your CV to Amita.Patel@AnsonMcCade.com or call 020 7780 6700 for more information.

New York, NY, USA New York NY US