Senior Quantitative Researcher

The Role:

• Build systematic trading models across FX, commodities, fixed income, and equity markets
• Alpha idea generation, backtesting, and implementation
• Assist in building and maintaining the systematic trading platform
• Assess new datasets for alpha potential
• Add to existing strategies and portfolio optimization
• Oversight & monitoring of trade execution

The Candidate:

• Masters or Ph.D. in mathematics, statistics, physics, or other quantitative disciplines. (Ph.D. in statistics or machine learning is a benefit)
• 3-5 years of experience in quantitative trading, preferably in FX or futures
• Experience with alpha research, portfolio construction, and optimization
• Experience building statistical/technical, fundamental, and data-driven signals
• Experience synthesizing predictive signals for both cross-sectional and time-series models
• Strong experience with data exploration, dimension reduction, and feature engineering
• Strong understanding of regression techniques—including OLS, MLS, Ridge, Lasso, and Bayesian inference—as well as techniques for dealing with errors (auto-correlation and heteroskedasticity)
• Experience managing and running risk
• Proficiency in Python using the machine learning stack—numpy, pandas, scikit-learn, etc.
• Ability to work cooperatively with all levels of staff and to thrive in a team-oriented environment