Internal Alpha Researcher

  • Highly Competitive
  • Stamford, CT, États-Unis
  • CDI, Plein-temps
  • Campbell North
  • 04 oct. 17 2017-10-04

Our client is a global equities fund looking to buildout their research team in the internal alpha universe. In this role you would be responsible for independently conducting quantitative finance research with a focus on statistical and predictive models & managing all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring.

  •  Design, backtest, and implement algorithms for optimal portfolio construction
  •  Risk modeling
  •  Liquidity and transaction cost modeling
  •  Evaluate new datasets for alpha potential
  •  Contribute to the continuous improvement of the investment process and the team’s research and trading infrastructure

Requirements:

  • MS or PhD in finance, computer science, mathematics, physics, or other quantitative discipline. 
  • Three or more years of experience in algorithmic trading, high-frequency trading or short-term statistical arbitrage.

  • Demonstrated ability to conduct independent research utilizing large data sets.

  • Prior experience developing, researching or implementing quantitative models for equities, futures or FX, either at a firm or independently

  • Programming in any of the following: C++, Java, C#, MATLAB, R, Python or Perl.

  • Strong analytical and quantitative skills.

  • Detail-oriented. Willing to take ownership of his/her work, working both independently and within a small team. 

  • MS or PhD in finance, computer science, mathematics, physics, or other quantitative discipline.