Job responsibilities include
- Quantitative research on trading strategies including factor modeling, smart beta analysis, and alpha research
- Backtesting and portfolio construction
- Big data analysis using Python
- Collaboration with team members in order to foster intuitive ideas backed up by quantitative research
Job requirements include:
- 1+ years of experience working as a Front Office Quant. Sell side experience is OK.
- 1+ years of experience working on one of the following:
- Derivative pricing
- Alpha Research
- Systematic strategy creation/structuring
- Asset allocation research, including smart beta, risk premia, and factor modelling research
- Trade data analysis, including execution research
- MS/PhD degree in a scientific field, Finance and Econ is OK
- Strong Python coding skills
- Eager to learn and work in a small environment with constant feedback
- Self starter looking for accountability and responsibility from day one
- Eager to work in a high impact, revenue generating function