We are looking for a Quantitative Researcher to join our team in New York City. The ideal candidate will have experience in systematic, short-term relative value strategies in futures and/or currency markets.
Responsibilities:
As a Quantitative Researcher, you will be responsible for researching and developing short-term signals for systematic trading strategies. You will work closely with the Senior Portfolio Manager to ensure that the signals you develop are in line with the company's overall investment strategy.
Preferred Technical Skills:
The ideal candidate for this position will be strongly skilled in Python. You will have a Bachelor's, Master's, or PhD in Statistics, Econometrics, Computer Science, Astrophysics, Astronomy, or STEM-related data-heavy fields. Graduate training in Time Series or Signal Processing is a plus.
Preferred Experience:
The ideal candidate will have at least 5 years of experience working in a computational, quantitative, or data-rich research position. You should also have SDLC experience. Experience in the financial industry is a plus.
Highly Valued Relevant Experience:
Experience building short-term trading strategies in macro-markets (futures, currencies, interest rates) is highly valued. Experience working with large data sets, such as those in astronomy or astrophysics, is also valued. Experience in quantitative, econometrics, asset pricing, or macro sub-fields is also relevant.
