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Job Description
About the Role
Develop algorithmic trading strategies using statistical models. Analyze market microstructures, backtest quantitative models, and implement trading signals. Collaborate with technology teams on low-latency execution strategies for equity derivatives.
Responsibilities
- Research statistical arbitrage opportunities
- Develop predictive models using ML techniques
- Backtest trading strategies against historical data
- Analyze market structure and liquidity impacts
- Design trading algorithms in C++/Python
- Collaborate on execution infrastructure development
- Monitor strategy performance daily
- Manage risk exposure frameworks
Requirements
- PhD in Physics, Math, Statistics or related
- 3+ years in quant trading/research
- Advanced knowledge of stochastic calculus
- Programming proficiency in Python/C++
- Experience with pandas/NumPy/SciPy libraries
- Understanding of options pricing models
- High-performance computing experience
- Experience with large financial datasets
Benefits
- $225k-$350k total compensation potential
- Performance-based bonuses quarterly
- Multi-screen Bloomberg terminal setup
- $20k research infrastructure allowance
- Premium private medical coverage
- Breakfast/lunch provided daily
- Gym membership subsidy
- Concierge travel services
About the Company
Apex Capital Management manages $13B in assets through scientific trading approaches. Our flat organizational structure encourages open research collaboration. We invest heavily in computational resources providing researchers access to one of Wall Street’s most powerful private data grids.
Job ID: quantitative-research-analyst-bKhxm
