Equities Alpha Quant Researcher - Alternative Investment Firm
- Employer
- Anson McCade
- Location
- Manhattan, USA
- Salary
- performance based bonus
- Closing date
- May 2, 2023
View more
- Job Function
- Hedge Funds
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Equities Alpha Quant Researcher - Alternative Investment Firm
NYC based
They are seeking an experienced quant alpha researcher(s) to be key member(s) of the team. Primary duties
for Senior QRs include:
• Be a hands-on leader and innovator in one (or more) of the research areas: statistical alpha,
fundamental alpha, advanced statistical (machine) learning methods, and portfolio construction.
• Actively participate in the team's research agenda creation & review. Work proactively with
other team members to identify new directions of research, new data sources, and/or new
strategies.
• Responsible for the full research life cycle of each research project, from idea generation, model
design, signal testing to pre-production implementation.
• Mentor junior teammates; provide research and technical training as well as career guidance.
Requirements:
• Minimum 3 years (preferably 5+ years) of buy-side experience in the fields of statistic arbitrage
research and/or quantamental research. Experiences in building alpha models from intraday to
daily, weekly, or monthly horizons will all be considered.
• Prior experiences as quant PM or sub-PM with live track record a strong plus, but not required.
• Experience in designing and building a large-scale high throughput research and backtest platform
will be highly valued.
• Firm conviction and clear understanding of a disciplined and well-defined research process is
essential.
• Deep knowledge and experiences with various quant data sets and vendors.
• Strong python programming skills required, with extensive hands-on experience with various
scientific computing and machine learning packages.
• Academic and professional experiences in applying modern ML techniques and tools to quant
finance a strong plus.
• Experience with any of the following languages a plus: SQL, Java, C++ and Matlab.
• Good communication skills and strong leadership skills, willing and capable of working teammates
with various levels of experiences.
• M.S. or above in Math, Statistics, CS, Physics, Computer Engineering, Financial
Engineering/Computational Finance, or similar fields required, with strong background in mathematics and statistics. PhD in relevant fields and academic research background will be highly valued.
NYC based
They are seeking an experienced quant alpha researcher(s) to be key member(s) of the team. Primary duties
for Senior QRs include:
• Be a hands-on leader and innovator in one (or more) of the research areas: statistical alpha,
fundamental alpha, advanced statistical (machine) learning methods, and portfolio construction.
• Actively participate in the team's research agenda creation & review. Work proactively with
other team members to identify new directions of research, new data sources, and/or new
strategies.
• Responsible for the full research life cycle of each research project, from idea generation, model
design, signal testing to pre-production implementation.
• Mentor junior teammates; provide research and technical training as well as career guidance.
Requirements:
• Minimum 3 years (preferably 5+ years) of buy-side experience in the fields of statistic arbitrage
research and/or quantamental research. Experiences in building alpha models from intraday to
daily, weekly, or monthly horizons will all be considered.
• Prior experiences as quant PM or sub-PM with live track record a strong plus, but not required.
• Experience in designing and building a large-scale high throughput research and backtest platform
will be highly valued.
• Firm conviction and clear understanding of a disciplined and well-defined research process is
essential.
• Deep knowledge and experiences with various quant data sets and vendors.
• Strong python programming skills required, with extensive hands-on experience with various
scientific computing and machine learning packages.
• Academic and professional experiences in applying modern ML techniques and tools to quant
finance a strong plus.
• Experience with any of the following languages a plus: SQL, Java, C++ and Matlab.
• Good communication skills and strong leadership skills, willing and capable of working teammates
with various levels of experiences.
• M.S. or above in Math, Statistics, CS, Physics, Computer Engineering, Financial
Engineering/Computational Finance, or similar fields required, with strong background in mathematics and statistics. PhD in relevant fields and academic research background will be highly valued.
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