Quant Researcher - Tier 1 Hedge Fund (Eastern Europe)
Role/Responsibilities:
- Research and develop short-term alphas for use in execution algorithms for US and global equities in support of quantitative research and trading.
- Enhance and aid in the support of in-house quantitative algorithmic platform including Central Risk Book, used by both discretionary and quantitative traders.
- Develop pre-trade transaction cost estimation models and help drive strategy on improvements in the context of a Portfolio Algorithm.
- Strong familiarity with BARRA Systematic Factor Models, Modern Quantitative Portfolio Management Techniques, and Risk Models.
- Keen interest in US, EU and JP/HK markets, short-term, high-frequency trading.
- Stay current on state-of-art technologies and tools such as Cloud computing, Machine-Learning, etc.
Requirements:
- Masters or PhD in Mathematics, Financial Engineering, Statistics, or other quantitative discipline
- Outstanding financial engineering and statistical modeling skills
- 3-5 years of hands-on experience at a financial institution, building models for quantitative portfolio management, trading strategies or algorithmic trading
- Experience with Python, C++ and SQL
- Experience with KDB and Linux are a plus
- Experience working with very large datasets
- Knowledge of international equity markets and non-equity markets are a plus
- Strong sense of ownership of his/her work, working well both independently and within a small collaborative team, and extreme attention to details.