We are seeking candidates with quantitative research experience and intimate knowledge of systematic strategies across global equities market, with short-term strategies.
Key Responsibilities:
* Research and design alpha intraday strategies in global equities.
* Conduct data analysis, model training, signal validation and backtesting.
* Collaborate closely with portfolio managers and data engineers to implement and optimize trading models and portfolios.
* Monitor live strategy performance and continuously refine models for stability and capacity.
What You’ll Bring:
* PhD or Masters degree from a top university, with a major in computer science, mathematics, statistics, physics, engineering, or quantitative finance discipline.
* 2-8 years’ experience in quantitative research and/or quantitative development for systematic strategies
* Demonstrated ability to program in Python and/or C++, with a strong background in data structures and algorithms
Our Benefits:
* Competitive compensation among top hedge funds, bonus cut from PnL.
* Fully paid parental leave, generous PTO (paid time off)