Website talentflow TalentFlow
Revolutionizing Talent Acquisition
Job Description
About the Role
Develop predictive models and trading strategies in global markets leveraging cutting-edge ML techniques and alternative data sources. Research statistical arbitrage opportunities while contributing to our quantitative trading platform.
Responsibilities
- Research and backtest trading strategies
- Process and analyze alternative datasets
- Develop alpha generation models
- Implement high-frequency trading algorithms
- Optimize portfolio construction techniques
- Contribute to platform research tools
- Analyze market microstructure
- Collaborate with software engineers
Requirements
- PhD in quantitative discipline
- 2+ years quantitative research experience
- Advanced mathematics and statistics knowledge
- Proficiency in Python/C++
- Expertise in time series analysis
- Knowledge of market structure
- Strong publication record
- Familiarity with HPC environments
Benefits
- $300,000 – $500,000 total comp
- Performance-based profit sharing
- State-of-the-art research infrastructure
- Annual research stipend
- Catered meals and amenities
- Comprehensive health coverage
- 401(k) matching program
- Relocation support
About the Company
We’re an elite quantitative hedge fund using scientific approaches to market analysis. Our meritocratic research culture demands intellectual rigor while providing exceptional resources to solve challenging financial problems.
Job ID: quantitative-researcher-xpZHQ
