Quantitative Researcher and Developer
We are currently recruiting for a Quantitative Researcher and Developer role based in New York, United States.
The role will involve working for a Hedge Fund that specializes in statistical arbitrage within the equity markets. The successful candidate will be responsible for developing and implementing quantitative models to generate alpha for their equity trading strategies.
Responsibilities:
- Develop and implement quantitative models to generate alpha for the equity trading strategies.
- Conduct statistical analysis and back-testing of trading strategies.
- Work closely with the portfolio management team to optimize and manage the portfolio.
- Research and develop new trading strategies to enhance the firm's profitability.
- Collaborate with other members of the Quant team to improve the firm's trading infrastructure.
The ideal candidate will have the following skills:
- Strong programming skills in Python
- PhD in a STEM related subject (Physics, Stats, Engineering, Computer Science, Mathematics
- Finance industry experience not required
