Quantitative Researcher (New York City Metropolitan Area)

About the Company

We are seeking a senior quantitative researcher to partner with the Senior Portfolio Manager to create alpha from various data sources for the systematic trading of global multi-asset class strategies.

About the Role

Location: NYC (open to UK based candidates)

Responsibilities

• Work alongside the Senior Portfolio Manager on building prediction and portfolio optimization pipelines.
• Understand the potential prediction power from data source and identify alphas.
• Develop state-of-the-art ML algorithms for prediction and optimization.
• Perform various statistical analysis to ensure the robustness.
• Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets.
• Aid in developing and extending the team’s proprietary research platform.
• Collaborate with the PM and the trading group in a transparent environment, engaging with the whole investment process.
• Stay current on state-of-the-art technologies and tools including technical libraries, computing environments and academic research.

Qualifications

• Degree in Computer Science, Mathematics, Statistics, or related STEM field from top ranked University.

Required Skills

• Skilled in Python and R (Pandas, NumPy, TensorFlow, PyTorch, etc.).
• Demonstrated knowledge of quantitative finance, mathematical modelling, statistical analysis, regression, and probability theory.
• Excellent communication, problem-solving, and analytical skills, with the ability to quickly understand and apply complex concepts.
• Experience and success working with large and diverse data sets.

Preferred Skills

• Hands-on experience working with multiple vendor data sets and, in particular, manipulating data (assessing, cleaning, creating features, etc.).
• Strong experience in evaluating alphas with statistical methods.
• Experience collaborating effectively with cross functional teams, multitasking and adapting in a fast-paced environment.