Systematic Equities Quantitative Researcher

A leading systematic hedge fund, analogous to the quasi-academic, creative, research driven environments, is seeking exceptional quant researcher to join their systematic equity trading group. Quant Researchers are tasked with using a variety of complex scientific/mathematical methods in order to spearhead cutting edge research and in turn predict investment returns in large sets of rapidly changing financial data. The team develops and maintains signals, quantitative models, data analytics, and software tools for the electronic equity trading business. The core responsibilities include: trading strategies and alpha generation portfolio optimization and hedging methods micro-structure models for estimating the costs of trading- analysis of the client order flow volatility and return prediction models Prior finance experience is not necessary however a background in quantitative modelling and exposure to data analysis would be required. #J-18808-Ljbffr Testwood Partners