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Quantitative Researcher for Systematic Strategies (New York or Chicago)
NYC, NYOur client is one of the world’s premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures, credit, and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.
Role
Quantitative Researcher for a new team focused on systematic corporate bond and credit derivatives strategies.
Role/Responsibilities:
Requirements:
Role
Quantitative Researcher for a new team focused on systematic corporate bond and credit derivatives strategies.
Role/Responsibilities:
- Independently conduct quantitative research, adopting a rigorous approach and using statistical and structural models
- Contribute to all aspects of the research and production process, including implementation of fitting tools; data organization; generation of alphas, risk and TC models; P&L attribution, etc.
- Proactively search for and prioritize new ideas and datasets for alpha potential
- Contribute to continuous improvement of the investment process and infrastructure in collaboration with the portfolio managers, developers and traders on the team
Requirements:
- PhD or Master’s degree in Economics, Finance, Statistics, Mathematics, Physics, or other quantitative discipline
- 2+ years of experience developing statistical and fundamental alpha signals, risk factors for single name credit, equities, or options. Demonstrated ability to conduct research utilizing large data sets
- Experience with FICC, credit or option pricing models is preferred
- Experience with numerical optimization methods is a plus
- Solid programming skills: understanding of the object-oriented programming and CI/CD framework. Proficiency in Python, including with packages used for data research, best practices of coding style, etc.
- Strong communication skills
- Willingness to take ownership of his/her work, working both independently and within a team
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www.quantasearch.com
www.quantasearch.com