Role:-
Independently conduct quantitative finance research with a focus on statistical and predictive models.
Manage all aspects of the research process, including methodology selection, data collection and analysis, prototyping, back-testing, and performance monitoring
Design, backtest, and implement algorithms for optimal portfolio construction
Risk modelling
Liquidity and transaction cost modelling
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
2+ years of experience developing short term alpha signals (intraday) for equities, futures, and/or FX
Programming experience in any of the following: C++, MATLAB, Python
Strong analytical and quantitative skills
Demonstrated ability to conduct independent research utilizing large data sets
Detail-oriented
Willing to take ownership of his/her work, working both independently and within a small team
