Major hedge fund looking for Quantitative Researchers to develop and test highly automated quant trading strategies using sophisticated quantitative/statistical techniques for strategies ranging from Equity/Non-Equity Statistical Arbitrage, Systematic Fundamental L/S, Systematic CTA/Managed Futures and Fundamental FICC.

Key Responsibilities

• Conceptualize valuation strategies, develop and continuously improve upon mathematical models and help translate algorithms into code

• Work closely with traders to interpret valuations and develop next generation models and analytics

• Develop core algorithms and models leading directly to trading decisions

• Evaluate financial data vendors; evaluate and work with new data sources and analytics packages in developing investment strategies

• Provide high level technical and investment analytics support to the trade desks

• Conduct research and statistical analyses about securities and commodities

Skillset Requirements

• Ph.D. in Statistics or equivalent experience in Computer Science, Mathematics, IEOR, Finance, Accounting, Economics, or a related field

• Demonstrated ability to complete high level, investment related research

• Prior experience in a quantitative role within a trading environment or experience in a position applying advanced quantitative techniques in solving highly complex data intensive problems

• Strong analytical skills; experience working with and analyzing large datasets

• Strong mathematical and statistical modeling skills (i.e. time-series and cross-sectional skills) preferred

• Proficiency in coding, with experience using statistical packages (e.g. R, Matlab)

• Exposure to scripting (e.g. Python, Perl); C/C++ a plus but not required

Depending on the role, additional qualifications may include

• Demonstrated interest in or knowledge of investments, derivatives, asset pricing, empirical anomalies, macroeconomic analysis and market micro-structure

• Prior experience with equities, convertible arbitrage, fixed income and/or commodities

• Understanding of the modeling of risk and dynamics of linear and non-linear financial products

• Strong understanding of international accounting rules and familiarity with global market structure

• Familiarity with portfolio construction analytics and some exposure to quantitative portfolio management

6 month growth

1 year growth

2 year growth