Quantitative Researcher (Equity Stat Arb)
PROFILE
Leading multi-strategy hedge fund is seeking a highly qualified Quantitative Researcher to join their internal portfolio management team. The individual will be working in a highly collaborative environment, directly with the portfolio manager, othe quant researchers and developers. As part of this team, you will conduct quantitative research, and generate insights that drive the creation and optimization of equity portfolios.
RESPONSIBILITIES
- Conduct research and statistical analysis to build and refine trading signals
- Back test and implement trading models and signals in a live trading enviroment
- Create robust solutions to problems presented in the trading environment
- Explore new and alternative data sources, applying cutting-edge techniques and statistical methods to solve complex problems
- Conduct in-depth research and statistical analysis to develop and refine trading signals
- Apply cutting edge techniques and statistical methods to solve complex problems
QUALIFICATIONS
- STEM background, providing a solid foundation for analytical and technical capabilities
- Previous experience in equity statistcal arbitrage alpha research
- Possess experience using statistical packages (e.g., Matlab, R) and proficiency in programming and scripting languages (e.g., Python, C/C++)
- Experience in equity statistical arbitrage alpha research
- Possess the ability to work independently in a fast-paced environment, showcasing adaptability and self-reliance
- Excellent communicaiton skills, both writen and verbal
- Strong problem-solving capabilities, an essential skill for addressing complex challenges.
- Demonstrated project owneship and a track record of delivering results
- Ability to thrive in a collaborative team environment, fostering effective communication and knowledge sharing
LocationNew York / Chicago / Miami / London / Paris / Dubai
Salary$400,000 - $600,000 p/a
How to applyTo apply, please email your CV to info@quaxitas.com