Great opportunity for an experienced equity quant researcher to join a collaborative team based in Chicago. You can based remotely in the US or Europe for this role.
Equity Quantitative Researcher for tier 1 fund
Exciting opportunity to join a small, collaborative team based in Chicago, with a focus on intraday systematic equity strategies.
You can be based in the US or Europe. You should have good communication skills to be able work with team members remotely.
- Work alongside the PM on intraday alpha research, 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 entire investment process
Preferred Technical Skills:
- Strong research and programming skills in Python are necessary
- Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field from a top ranked university
- 3-4 years of experience as a quantitative researcher/trader in systematic equities with a focus on closing auction strategies
- 3-4 years of market microstructure alpha research
- Demonstrated ability to understand fundamental and event related data and experience with alternative data sources
- Demonstrated ability to conduct independent research using large data sets
Highly Valued Relevant Experience:
- 3-4 years within a Central Risk Book team at a bank
- 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 required