My client is a leading Quantitative hedge fund, which deploys systematic trading strategies across multiple liquid asset classes, including equities and futures. The core of their effort is research into a wide range of market anomalies, fueled by their unparalleled access to a wide range of publicly available data sources. They are seeking a researcher with a background in alpha research.Responsibilities
Conduct original quantitative alpha signal researchManage all aspects of the research process, including data analysis, alpha signal discovery, backtesting, trading, idea generation, alpha signal/portfolio analysis, and the management of production codeEvaluate new datasets for alpha potentialFollow, digest, analyze, and improve upon the latest academic researchDesirable Candidates
2+ years of research experience in EquitiesPh.D. or M.S. in finance, accounting, economics, mathematics, statistics, physics, computer science, operations research, or another quantitative disciplineProgramming in Python, C++, or RDemonstrated ability to learn and apply new methodologies to alpha generationAbility to work both independently and collaboratively within a ..... full job details .....