Our client is looking for a Quantitative Researcher to join their New York office. You would be required to contribute to its core business and to develop new areas of expertise. You should possess outstanding empirical research skills, expert-level knowledge of statistical techniques, and competence in programming. You will be responsible for conducting quantitative finance research with a focus on alpha extraction from high volume and/or non-structured datasets. You will also be expected to handle all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, implementation, backtesting, and performance monitoring.
Responsibilities:
- Be a member of the research team and help drive and deliver on the team’s growing research agenda.
- Alpha idea generation, backtesting and implementation
- Improvement of existing strategies and portfolio optimization
- Evaluating new datasets for alpha potential
- Participation in maintenance and improvement of production and trading environment
Requirements:
- Demonstrated ability to conduct independent research utilizing large data sets, including, but not limited to, intraday tick data.
- Hands on experiences applying advanced machine learning methods to quantitative equities research highly preferred.
- Experience with natural language processing techniques a plus.
- Possesses good intuition for conducting empirical financial research and strong analytical, econometrics and quantitative skills.
- Experience in intraday alpha signal research a strong plus.
- Experience with large-scale portfolio optimization and multi-period optimization a strong plus.
- Must have strong programming skills in multiple languages such as Python, SQL, Matlab, Java, C++, and R.
- Detail-oriented
- Thrive working both independently and collaboratively within a small team.
- Effective communicator of research ideas and willing to proactively engage other team members in fostering a strong collaborative team-oriented research environment.
Education:
- MS, PhD or PhD candidates in mathematics, statistics, quantitative finance, physics, computer science, or other quantitative discipline.
- Academic and/or professional experiences in advanced machine learning and data mining strongly preferred.
If you would like to be considered for the position of Quantitative Researcher, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team
