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    Quantitative Researcher

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      Quantitative Researcher

      New York or London



      The company provides systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of the firm’s effort is rigorous research into a wide range of market anomalies, fueled by unparalleled access to a wide range of publicly available data sources.


      Key Responsibilities

      • Perform rigorous and innovative research to discover systematic anomalies in the equities market
      • End-to-end development, including alpha idea generation, data processing, strategy backtesting, optimization, and production implementation
      • Identify and evaluate new datasets for stock return prediction
      • Maintain and improve portfolio trading in a production environment
      • Contribute to the analysis framework for scalable research


      Skills, Knowledge & Experience

      • MS or PhD in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics
      • 3+ years of work experience in systematic alpha research in cash equities, with exposures to statistical arbitrage or alternative data research
      • Fluency in data science practices, e.g., feature engineering. Experience with machine learning is a plus
      • Experience with signal blending and portfolio construction
      • Demonstrated proficiency in Python
      • Highly motivated, willing to take ownership of his/her work
      • Collaborative mindset with strong independent research abilities
      • Commitment to the highest ethical standards

      Posted by

      Manuel Fedriani

      Quantitative Finance Recruiter

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