We're seeking a Quantitative Researcher in Connecticut to join our collaborative team focusing on systematic, short-term relative value strategies in futures and/or currency markets.
Responsibilities:
- Utilize financial insights and statistical techniques to analyze diverse datasets for predictive information
- Research and develop short-term signals for systematic trading strategies
- Contribute to extending the team's proprietary research platform
- Collaborate with Senior Portfolio Manager and trading group throughout the investment process
- Stay updated on state-of-the-art technologies and tools
Preferred Technical Skills:
- Strong proficiency in Python
- Experience with large and diverse datasets
- Bachelor's, Master's, or PhD in Statistics, Econometrics, Computer Science, Astrophysics, Astronomy, or STEM-related data-heavy fields
- Excellent communication, analytical, and problem-solving skills
- Graduate training in Time Series or Signal Processing (a plus)
Preferred Experience:
- Approximately 5 years of experience in computational, quantitative, or data-rich research
- Software Development Life Cycle (SDLC) experience
- About 2-3 years of experience in the financial industry (a plus)
Highly Valued Relevant Experience:
- Background in building short-term trading strategies in macro-markets (futures, currencies, interest rates)
- Experience with large datasets, as seen in astronomy or astrophysics
- Expertise in quantitative, econometrics, asset pricing, or macro sub-fields
