About the Company:
We are seeking a senior quantitative researcher to partner with the Senior Portfolio Manager to create alpha from various data sources for the systematic trading of global multi-asset class strategies.
About the Role
Location: NYC (open to UK based candidates)
Responsibilities:
Work alongside the Senior Portfolio Manager on building prediction and portfolio optimization pipelines.
Understand the potential prediction power from data source and identify alphas.
Develop state-of-the-art ML algorithms for prediction and optimization.
Perform various statistical analysis to ensure the robustness.
Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets.
Aid in developing and extending the team’s proprietary research platform.
Collaborate with the PM and the trading group in a transparent environment, engaging with the whole investment process.
Stay current on state-of-the-art technologies and tools including technical libraries, computing environments and academic research.
Qualifications:
Degree in Computer Science, Mathematics, Statistics, or related STEM field from top ranked University.
Required Skills:
Skilled in Python and R (Pandas, NumPy, TensorFlow, PyTorch, etc.).Demonstrated knowledge of quantitative finance, mathematical modelling, statistical analysis, regression, and probability theory.
Excellent communication, problem-solving, and analytical skills, with the ability to quickly understand and apply complex concepts.
Experience and success working with large and diverse data sets.
Preferred Skills:
Hands-on experience working with multiple vendor data sets and, in particular, manipulating data (assessing, cleaning, creating features, etc.).Strong experience in evaluating alphas with statistical methods. Experience collaborating effectively with cross functional teams, multitasking and adapting in a fast-paced environment.
