We are looking for a Quantitative Researcher be part of Futures/Equities Research/Trading team and will develop systematic signals to generate alpha and develop the research platform and portfolio management framework.
• Primary responsibility is to generate new alpha through quantitative signals related to Equities, Futures & FX trading.
• Build a R&D framework
• Gather, maintain and analyze data of global Equities, Futures & FX.
• Conduct market structure and portfolio implementation research in Equities, Futures & FX markets. Qualifications:
• 2 -5 years of work experience in systematic trading or quantitiative investment management research.
• Advanced degree/training in Applied Mathematics, Statistics, Quantitative Finance or related quantitative field.
• Understanding of financial markets, return drivers, risk control and portfolio construction techniques.
• Strong ability in the use of computer technology in financial research, statistical programming and modeling skills (using Python, R, etc.) and associated data management.
• Strong understanding of Futures/FX or Equities datasets.
• Experience in managing and accessing such data to support research efforts.
• Ability to work efficiently and multi-task effectively
• Conduct end-to-end research project work, from data gathering to hypothesis testing to implementation.
• Expertise with large datasets of market micro-structure data, including intra-day quote and trade execution data, is a plus
• Effective communication skills, both written and verbal. Benefits:
Firm offers competitive compensation (salary +bonus), excellent benefits, including competitive 401k match, employer-paid life & disability insurance, generous vacation and personal time off, Hybrid / Remote work environment