My client is a top quantitative investment firm specializing in computer-driven trading across global markets. The team comprises experts in research, engineering, and finance who use advanced statistical models to analyze data and uncover predictive signals for superior investment returns.
They are seeking a Quantitative Researcher for their systematic equity trading team. This role involves conducting alpha research for mid-frequency equity strategies in the US and EU markets.
You will have a strong background in alpha research, a successful track record in developing systematic equity strategies, and excellent programming skills in Python. As part of a small team, you will work closely with the Portfolio Manager and other members, contributing to a dynamic research environment.
Key Responsibilities
- Conduct alpha research on mid-frequency equity strategies in the US and EU markets using traditional and alternative data sets.
- Process and analyze diverse data sets, including structured and unstructured formats.
- Collaborate with the Portfolio Manager and team members to improve the research environment.
- Proactively solve problems, demonstrating motivation and innovation in trading strategy development.
- Stay updated on market trends, new technologies, and advancements in quantitative finance.
Required Skills, Qualifications, and Experience
- Expertise in alpha research methodologies for US/EU equities with a proven record in systematic equity strategy development.
- 2-5 years of experience in mid-frequency systematic equity trading.
- Strong programming skills in Python.
- Knowledge of portfolio construction and trade execution is a plus.
- Ability to work independently with minimal supervision and effectively collaborate with team members.
The role is based in New York, paying up to $180,000 + significant bonus packages and can be flexible for the right candidates.
Please do apply if this is of interest to you.
Many thanks,
Ed
