Description
Quantitative Research Analyst - Alpha Capture TeamA quantitative portfolio team is seeking a quant research analyst to contribute to its core business and to develop new areas of expertise. The analyst must possess empirical equity research skills, knowledge of statistical techniques, and competence in software development. The group focuses on systematic trading in exchange-traded, liquid instruments, primarily global equities.
Responsibilities:
- New strategy (alpha) development
- Improvement of existing strategies and portfolio optimization
- Uncovering, processing, and analyzing new and non-traditional datasets looking for predictive power
- Applying statistical and machine learning techniques to historical data, predictive signals, and trading strategies
- Proposing, implementing, and evaluating various "features" or signals in large, noisy, real-world datasets
Requirements:
- Strong combination of software development skills, quantitative skills and some finance background.
- PhD or MS in a quantitative discipline.We are looking for someone able to conduct independent open-ended projects in a systematic fashion with clear deliverables.
- Strong programming skills with experiences in multiple languages such as R, Matlab, Python, C++, or C#. Prior experience with advanced statistical techniques is desirable.
- Must have experience in applying above techniques to very large real-world datasets (historical prices and volumes, TAQ, real-time order book data, social media data, news feeds, fundamental data, etc.).