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    Quantitative Researcher, Portfolio Research

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      Quantitative Researcher, Portfolio Research

      New York



      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

      • The role of the “Researcher” within the Portfolio Research team involves researching and implementing the following:
        • quant-specific modifications to risk models
        • quant-specific performance attribution
        • framework for portfolio optimization
        • framework for identifying and quantifying transient yet significant factors and signals.
        • framework for doing due diligence on transaction cost and market impact models.
      • Conduct original quantitative research.
      • Follow, digest and analyze the latest academic research.
      • Manage all aspects of the research process, including idea generation, data analysis, hypothesis development and testing, signal discovery, back-testing and portfolio analysis
      • Build analytical tools to supplement shared research framework.


      Skills, Knowledge & Experience

      • S. or PhD in finance, economics, mathematics, statistics, data science, computer science, or other quantitative discipline.
      • Programming in Python (polars preferred) and working knowledge of SQL
      • Strong analytical and quantitative skills.
      • Willingness to take ownership of his/her work.
      • Ability to work both independently and collaboratively within a team.
      • Strong desire to deliver high quality results in a timely fashion.
      • Detail-oriented.
      • Prior experience in the financial services industry is not required.
      • A commitment to the highest ethical standards.

      Posted by

      Manuel Fedriani

      Quantitative Finance Recruiter

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