Full-Time

Experienced Quantitative Strategist

Posted on 8/11/2023

WorldQuant

WorldQuant

1,001-5,000 employees

Global quantitative asset management firm

Quantitative Finance
Venture Capital

Senior

San Francisco, CA, USA + 6 more

Required Skills
Python
Data Structures & Algorithms
Linux/Unix
Requirements
  • PhD or Masters degree in computer science, mathematics, statistics, physics, engineering, or quantitative finance discipline
  • 2-8 years' experience in quantitative research and/or quantitative development for systematic strategies
  • Demonstrated ability to program in Python and/or C++ with a strong background in data structures and algorithms
  • Working knowledge of Linux
  • Strong problem-solving abilities
  • Strong moral integrity and work ethic
Responsibilities
  • Support Portfolio Managers with alpha research, modelling, portfolio construction, optimization, and implementation of quantitative trading strategies
  • Build and maintain tools and systems used throughout the quantitative research and portfolio management processes

WorldQuant is a global quantitative asset management firm that leverages advanced technology to develop sophisticated investment strategies, covering multiple asset classes. The firm fosters an educational spirit by offering free data sciences programs and creating AI-powered prediction products that help businesses tackle significant challenges. This focus on technology and education, combined with its industry-wide reputation, makes WorldQuant an attractive workplace for those passionate about finance and innovation.

Company Stage

N/A

Total Funding

N/A

Headquarters

Greenwich, Connecticut

Founded

2007

Growth & Insights
Headcount

6 month growth

12%

1 year growth

56%

2 year growth

139%
INACTIVE