A top hedge fund located in New York is looking to add a mid-senior level quantitative researcher to join an equity trading team. This team will look to use state of the art technology to further expand the companies reach in the financial industry. This firm offers the ideal scenario for anyone who is looking for a challenging role that will expose them to a dynamic team environment and opportunity for career progression.
Responsibilities will include:
- Quantitative Research relating to trade optimization
- Build and maintain trade execution signals
- Conduct Alpha Research
- Develop and research data strategies
- Develop and research PnL attribution and reporting
Ideal candidates should possess:
- Strong coding in Python or Java
- Algo trade execution experience
- Single/ multi-period portfolio optimization
- KDB+ experience required.
- Growth mindset and ability to solve complex problems.
- Master's Degree or PhD in a Quantitative Field preferred.
If there is an interest, please click the APPLY NOW button below.