Systematic Equity Quant Researcher

Principal Responsibilities:

• Working alongside the PM on developing trading strategies, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies
• Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
• Collaborate with the PM in a transparent environment, engaging with the whole investment process
• Provide tools and data needed to trading team to help manage risk

Main Responsibilities:

• Demonstrated ability to conduct independent research using large data sets
• Conduct original quantitative alpha signal research
• Candidates with quantitative development experience will be considered as well, provided they also have relevant research experience
• Strong research and programming skills. Working knowledge of Python and/or C++.
• Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field

Preferable Requirements:

• Strong economic intuition and critical thinking
• Product experience in statistical arbitrage strategies, event-driven strategies or auctions trading
• Trading experience would be desirable but is not necessary