We are working with a hedge fund in New York assisting with the build-out of a Mid-Frequency (intraday to weekly) global equities desk with a strong focus on statistical arbitrage. The firm is looking for highly motivated individuals that have hands-on global equity alpha research experience.
Responsibilities:
- Alpha generation for Global Equities and Stat-Arb based signals
- Researching, developing, and participating in full life cycle trading process including alpha modeling
- Research, Back-test, and implement trading models / signals
- Hands on with Python or similar for Modeling
Requirements
- 3-5 years experience on a mid-frequency systematic or quantitative trading desk
- 3-5 years conducting alpha research for global equities or stat-arb based strategies
- Masters or PhD in a quantitative field such as Physics, Applied Mathematics, Statistics or Computer Science (PhD preferred but not required)
- Technical experience with Python for ML, Deep Learning, modeling, or similar
