Leading New York Hedge Fund with over $20bn AUM. Due To the success of the fund we are helping them in finding Senior Quantitative Researchers across multiple asset classes.
Role/Responsibilities:
-Perform rigorous and innovative research to discover systematic anomalies in equity markets
-End-to-end development: idea generation, data processing, strategy backtesting, optimization, and production implementation
-Identify and evaluate new datasets for stock return predictions
-Maintain and improve the portfolio trading in the production environment
Requirements:
-Degree in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statistics
-3+ years of work experience in Quantitative Research.
-Demonstrated proficiency in Python
-Strong command of foundations of applied statistics, linear algebra, and time series models
-Ability to quickly and efficiently scrub, format, and manipulate large, raw data sources
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