Overview
On Site
Full Time
Skills
Quantitative Analysis
Onboarding
Equities
Statistical Models
Python
Job Details
An academic Quant Fund in the NYC area is actively seeking an industry Quantitative Researcher from the equities or futures space to join. The firm has operated in a low-profile fashion for 10+ years, enjoying massive success in their performance and they continue to build out. They are interested in onboarding a Quantitative Researcher with a proven track-record in developing profitable signals in equities or futures markets.
The firm has historically operated in the mid-frequency space (days/weeks horizons) and more recently has pushed into the intraday space. The team is largely comprised of developers and researchers with very accomplished academic backgrounds as they look to foster an environment where team members are encouraged to think outside of the box for generating signals.
The ideal candidate for this role will have:
The firm has historically operated in the mid-frequency space (days/weeks horizons) and more recently has pushed into the intraday space. The team is largely comprised of developers and researchers with very accomplished academic backgrounds as they look to foster an environment where team members are encouraged to think outside of the box for generating signals.
The ideal candidate for this role will have:
- 3+ years alpha generating experience (buyside strongly preferred)
- Rigorous approach to mathematical and statistical modeling
- Adept at working with large, noisy datasets
- Strong Python background
- Advanced STEM degree
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.