Systematic Investment Strategist
2 days ago
Job Summary
We are seeking a skilled Quantitative Trading Researcher to join our team at Tbwa Chiat/Day Inc.
Responsibilities
- Conduct research into global macro market anomalies to discover systematic investment opportunities.
- Develop and implement feature engineering techniques with price-volume, order book and alternative data.
- Work on developing models to monetize features.
- Manage the research pipeline from signal idea generation to production implementation.
- Maintain and improve portfolio trading in a production environment.
- Contribute to the analysis framework for scalable research.
Requirements
- Bachelor's degree in mathematics, statistics, machine learning, computer science, engineering or economics.
- 2+ years of experience in signal research in macro trading.
- Prior experience with feature engineering, modeling or monetization.
- Proficiency in Python, R or C/C++ and familiarity with scikit-learn, Pandas.
- Strong command of applied and theoretical statistics, linear algebra and machine learning techniques.
- Collaborative mindset and commitment to high ethical standards.
Estimated Salary: $175,000 per year
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