Senior Quantitative Researcher

Description:

Job title:

Senior Quantitative Researcher 

Location:

New York 

Client:

• Globally leading quantitative multi-manager investing firm founded in the early 2010s.
• Strong reputation in HFT/Intraday/MFT across a multitude of strats including Equities, Global Macro (Futures/FX, Commodities, Rates) and Credit.
• Multidisciplinary team of 300 highly accomplished quantitative and industry subject matter experts, including ACM-ICPC/Hackathon Winners, IOI/IMO/IPhO Medallists.
• PM-Pod environment, typical team size of less than 5, shared centralized tech/infra.
• 6BN USD AUM. Reputably known for strong consistent PnL returns and performance in global markets over the last two decades.
• Also known for successfully acquiring highly reputable teams from competitor funds.

Role:

• Directly manage the quantitative research lifecycle from data curation/validation to feature engineering to model development/signal generation and to for certain pods portfolio construction and strategy deployment.
• Generate alpha signals from a multitude of datasets for quantitative investing strategies including Equities, Global Macro and Credit, and specifically for HFT/Intraday/MFT.
• Develop and deploy individual suite of quantitative investing strategies including overseeing execution.
• Aspire to eventually build and manage a new systematic trading pod for the firm.

Required skills:

• Currently working as a Quant Researcher for a competitor fund on at least alpha signal generation or ideally full lifecycle strategy research.
• Developing and deploying a portfolio of signals for quantitative strategies across all major asset classes including but not limited to: Equities, Futures, Global Macro, Credit.