Portfolio Manager or Quantitative Researcher
1 month ago
A growing mid-frequency market-neutral global systematic equities StatArb team is looking for a PM or Quantitative Researcher to do signal research, effective portfolio construction, efficient risk management and trade execution.
The role is:
- Conducting quantitative research and analysis relating to systematic equity trading, equity alpha generation, and portfolio construction
- Developing intraday trading strategies and equity trading execution
- Developing statistical arbitrage alphas and trading strategies
Qualifications:
- Advanced degree in highly quantitative field, including Mathematics, Statistics, Physics, Computer Science, Financial Engineering, etc.
- 3+ years work experience in alpha research and/or portfolio management
- Excellence in statistical modeling
- Strong programming skills, primarily Python
- Hardworking attitude and drive to achieve best results
Preferred Qualifications
- Experience in cash equities statistical arbitrage, equity futures, event arbitrage strategies,
- Knowledge of alternative data structures is a plus
- Experience with equity trading, flow data, algorithmic trading, execution, central risk book, and/or market microstructure
- Experience with intraday trading and transaction cost analysis
- Knowledge of Pandas, machine learning and NLP are appreciated
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