Be a senior member of the 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
MS, PhD or PhD candidates in mathematics, statistics, quantitative finance, physics, computer science, or other quantitative discipline.
Minimum of 3 years of work experience as a quantitative researcher in a mid-frequency or high-frequency team (holding period below 1 month) trading equities, with hands on experience developing, researching or implementing quantitative equities models. Ideal candidate may have 5 years or more of experience.
Possesses good intuition for conducting empirical financial research and strong analytical, econometrics and quantitative skills.
Demonstrated ability to conduct independent research utilizing large data sets, including, but not limited to, intraday tick data.
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 Matlab, Java, Python, C++ and SQL.
Highly motivated, willing to take ownership of his/her work.
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.