A global macro hedge fund is looking to build-out their equity stat arb book and is looking to on-board Senior QRs/Sub-PMs with experience in either equity stat arb strategies, futures, or index re-balance/arbitrage. The Portfolio Manager has an incredibly impressive background, and is seeking QRs with with intraday/mid-frequency holding periods with a focus on specific geographic regions. Initial hires l be given Senior QR or Sub-PM titles depending on overall autonomy in managing their investment research process, as well as previous work.
This opportunity will allow you to be a founding member of what will be a global team, and will initially start with infrastructure development, but will transition to research, development, and trading of systematic investment signals across asset classes, geographies, and time horizons.
Job Responsibilities:
- Research, develop and participate in all aspects of systematic trading
- Support the enactment of systematic strategies
- Collaborate with the PM to review production performance quality
Qualifications:
- Bachelors, Master, or PhD in computer science, mathematics, physics, statistics, or a related field - advanced degree is preferred
- At least three years of experience in developing and implementing systematic trading models - exposure to intraday and daily statistical arbitrage equity/futures strategies is preferred
- Strong Python programming skills
- Expertise with TCA modeling
- Experience applying advanced statistical learning algorithms
