This fund has been around for 15+ years and is fully quantitative in their investment approach. The research team is flat-structured, highly collaborative, and due to recent success, has a mandate to hire new members with uncorrelated alpha or expertise-specifically within short to medium horizon stat arb trading strategies.
Job Responsibilities (include, but not limited to the following):
- Help drive and deliver on the team's growing research agenda.
- Alpha idea generation, backtesting and implementation
- Improvement of existing strategies and portfolio optimization
- Develop statistical models and machine learning methods to evaluate optimal execution
- Research market impact models
- 5+ years of experience working in quantitative equity research
- Knowledge of Stat arb trading strategy
- Experience researching equity market microstructure
- Programming knowledge in object oriented languages and statistical analysis programs
- PhD degree in a computational field (Math, Statistics, Physics, Computer Science, ect)
- Good communication and interpersonal skills