A tier 1 Hedge Fund is looking to onboard an Experienced Quantitative Researcher for a Futures trading Desk. The ideal candidate for this position will have extensive experience in researching and developing systematic trading strategies for Liquid Futures Products.
Responsibilities:
- Conduct quantitative research for alpha generation to develop and refine medium frequency strategies & signals for liquid futures products.
- Utilize machine learning, statistical analysis, and mathematical modeling to identify trading opportunities.
- Conduct frequent market research to identify trends and inefficiencies in the market.
- Work collaboratively to improve existing strategies and infrastructure.
Requirements:
- Proficiency in Python to code on a day to day basis.
- Strong communication skills and analytical thinking.
- 3+ years experience as a Quantitative Researcher with a focus on medium frequency systematic trading strategies for Futures products.
- Masters or PhD in Mathematics, Physics, Engineering, or any other Quantitative subject.
- Previous experience at a Hedge Fund is a must.
