Quantitative Researcher Engineers Gate · New York, United States 8 hours ago

About The Role: We are seeking a motivated, detail-oriented Quantitative Researcher to join a small, highly collaborative team managing a global, mid-frequency statistical arbitrage portfolio. The researcher will contribute across the full research lifecycle, from exploring alternative datasets and developing trading signals to enhancing portfolio construction, risk, and transaction cost models and implementing research in production. The team places a premium on ideas motivated by an understanding of underlying economic mechanisms, combining this perspective with advanced statistical and machine learning techniques.

Key Responsibilities: Explore unique alternative datasets in order to develop novel trading signals Develop and enhance frameworks for portfolio construction Utilize state of the art machine learning and data science techniques to improve stock level insights Enhance the team's array of risk and transaction cost models Write robust and production quality code Manage the full pipeline of research projects from idea generation to implementation

Qualifications: Academic background in Mathematics, Physics, Computer Science, Engineering or a related field A history of continuous and self-directed learning Strong mathematical and modeling skills (proficiency in optimization theory is preferred) Proficiency in coding (Python, C++ preferred) Master's or PhD in any quantitative field is a plus, but not required. 2-5 years of working experience in quantitative research in equities/futures Excellent attention to detail, strong written/verbal communication The base salary for this role isanticipatedto be$130,000–$200,000, excluding potentialbonuses, additional compcompensation, and benefits. Actual compensation will depend onvarious factorsincluding skills, experience, and qualifications.