QR: Mid-Frequency Alpha (Stat-Arb)
Intro:
Currently working directly with a leading quant fund looking to add several experienced MFT quantitative researchers to their US-based quant team. The ideal candidates will have strong skills in statistical modeling and signal research, along with experience generating alpha using systematic equities and futures strategies.
The Sr. PM was recently onboarded and looking to hire 10 QR's from top buyside groups join the platform. He is set to run the largest pod at the $20B AUM hedge fund. It's a great arrangement to leverage either Alpha research or portfolio construction experience to generate signals for the all encompassing cash equities and futures book that he is launching in January.
Qualifications:
- A PhD or Master's degree in mathematics, physics, computer science or related field.
- Proven track record of success within a HFT/MFT hedge fund or prop trading shop
- Cash Equities/Futures experience required
- Stat Arb experience required
- 2+ years in alpha research function required
- Deep knowledge of mid-frequency trading systems and signal development
- QR signal generation and strategies from 1minutes-1hour or intraday- 5 days only
Skills:
- Statistical Modeling - Ability to develop mathematical models that can be used for analysis purposes when dealing with large data sets.
- Signal Research - Strong understanding of market signals from various sources such as news articles and social media feeds which could impact markets.
- End-to-end research- Experience conducting end-to-end system design including backtesting ideas before implementation into live trading environments
- Systematic Equities & Futures Trading Strategies - Demonstrated ability creating profitable automated proprietary algorithms utilizing machine learning techniques.
Salary: $200000 per annum + bonus
