Our Quantitative Researchers apply tools from a variety of disciplines including statistics, control theory, machine learning, optimization, and signal processing to develop algorithmic trading strategies. Our research team collaborates on idea generation and strategy development, while encouraging independent exploration and original approaches. Researchers have access to clean data integrated with a high performance-computing grid and the support of dedicated software developers.
What you'll do in this role
- Create and refine high-quality predictive signals using statistics, machine learning, and signal processing techniques.
- Identify and mathematically characterize inefficiencies in financial markets.
- Apply NLP and other cutting-edge methods to uncover alpha in non-traditional datasets.
- Utilize advanced optimization techniques to design and construct optimal portfolios.
- Design and implement automated trading agents to achieve superior execution performance.
- Formulate research problems, conduct rigorous analysis, and transition ideas into fully functional trading systems.
Requirements
- 2+ years of professional experience in equity/futures statistical arbitrage or systematic trading research.
- Advanced degree in a quantitative field with a focus on statistics, mathematics, machine learning, signal processing or optimizations
- Experience in handling large datasets using languages such as Python or C++
- Significant hands-on experience with formulating a research problem, conducting the research and developing a working system
- Proven track record in delivering successful systematic strategies is plus
- Self-starter with strong proactivity, sets ambitious goals, willingness to drive and own projects, and proactively identifies opportunities for impact
- Excellent verbal and written communication skills
- Meticulous attention to details and accuracy in work
