Senior Quantitative Researcher Jobs in New York

✅ Systematic Equities experience is preferable.

Talented Junior Quantitative Researcher in New York Wanted! 📈

The successful candidate will have...

✅Advanced degree in a quantitative discipline from a high ranking University.

✅ Up-to-date and deep understanding of financial markets.

✅Ability to work in a fast-paced, professional environment.

Calling all Quantitative Researcher focusing on Futures!📣

✉️To discuss this opportunity in more detail please reach out to Emma La-Plain ([email protected]).

I look forward to hearing from you!

Knowledge of US Equities and ETFs

Excellent knowledge of machine learning and programming in C++ and Python

Masters in Math, Computer Science or a related field

Being comfortable working as part of a team

4-7 yrs work experience in alpha research and/or portfolio management

Knowledge and experience in utilizing 3rd party algos

Strong programming skills. Proficiency in Python is a must

Strong interpersonal and leadership skills

Experience in single-name equities volatility, options strategies, event arbitrage strategies, or any other less traditional strategies

Knowledge of alternative data strategies or KPI predictions

Superior programming skills in Python as well as an understanding of various machine learning techniques.

3+ years professional experience in a quantitative role at a private investment firm or investment bank.

Diligent, detailed-oriented, organized, and able to manage multiple work streams simultaneously.

Excellent interpersonal and communication skills.

Competitive salary (estimated to be in the range of $150k - $200k), bonus, and competitive benefits package.

The Quarry is a new multi-manager / multi-strategy investment platform that launched September 2022.

Strong skills in at least one programming language (like C, C++, Java, or Python)

Experience with applied machine learning to real-world datasets at scale

Core Benefits: Fully paid medical and dental insurance premiums for employees and dependents, competitive 401k match, employer-paid life & disability insurance

You Will Take On The Following Responsibilities

You Should Possess The Following Qualifications

You Will Enjoy The Following Benefits

A profound understanding of statistical methods, time-series analysis, optimization techniques, and other quantitative methodologies relevant to the finance domain.

Knowledge and familiarity with financial instruments, market microstructure, and various trading strategies would be advantageous.

Strategy Documentation: Thoroughly document research findings, methodologies, and strategies, providing clear and detailed reports for internal and external stakeholders.

Demonstrated problem-solving and analytical prowess, showcasing the ability to tackle intricate challenges and apply critical thinking to real-world scenarios.

A collaborative and open-minded team player, who actively contributes ideas and thrives in a cooperative working environment.

A keen eye for detail, ensuring precision and accuracy in research and data analysis.

Experience using sophisticated mathematical tools.

Experience analyzing real-world problems and large amounts of empirical data with a scientific approach.

Strong written and verbal communication skills, especially on technical subjects

Create a scientific approach to develop quantitative investment models

Develop automated investment models based on internally reviewed research projects

Develop unique insights into various datasets

Experience working within a systematic fund, automated proprietary trading firm or relevant division in a sell side organisation (i.e. QIS Group).

Understanding/experience of the systematic investment process, ideally regarding mid-to-higher frequency research.

No prior FICC / Credit experience required

Commercial experience in strategy design/implementation and data analysis.

Please do not apply if you're looking for a contract or remote work.

Please ensure you meet the required experience section prior to applying.

Proficiency in Python, C++, and experience with KD

Quantitative Researcher - Python, C++, KD, TCA

Working on projects involving large datasets that have a direct impact on global markets.

Collaborating with quantitative developers to implement research findings in the high-frequency execution stack.

Bachelor's, Master's, or Ph.D. in Statistics, Mathematics, Operations Research, Economics, or a related field.

Strong mathematical and/or statistical modeling background.

Stay up-to-date with the latest research developments and industry trends to enhance the team's research capabilities.

Demonstrated experience in developing and implementing quantitative trading strategies, ideally with a focus on high frequency trading in equities markets.

Experience with data manipulation, statistical analysis, and machine learning techniques for financial data.

Excellent problem-solving skills and a strong analytical mindset.

Excellent communication skills and the ability to convey complex ideas effectively

Responsibilities (Not Limited to) :

Programming experience in one major language (C++, C#, Python etc.).

Prior experience or internships in systematic alpha research is beneficial.

Prior experience or internships in automated market making is beneficial.

Experience working with large data sets.

Advanced degree in a quantitative subject or PhD (Mathematics, Physics, Computer Science, Engineering etc.).

Alpha researcher and can come from any asset class

Solid programming skills in languages such as Python, R, or C++.

Excellent problem-solving abilities and attention to detail.

Strong communication skills, both written and verbal.

Develop and implement cutting-edge quantitative trading strategies based on mathematical models and statistical analysis.

Conduct in-depth research and analysis of market data, identifying patterns and trends to inform trading decisions.

Collaborate with cross-functional teams, including researchers, developers, and traders, to optimize trading algorithms and systems.

1-3 years of quantitative research experience in equity strategies, either buy-side or sell-side

Good intuition for conducting empirical financial research and strong analytical, statistical, and quantitative skills

Strong programming skills and proficiency in SQL, Python, and Matlab

Good knowledge of portfolio construction and optimization techniques

Research experience working with large data sets, applying statistical and numerical methods. Experience with alternative data is a plus

Knowledge of Financial and Macroeconomic databases, like Bloomberg, Compustat, Worldscope, IBES, Datastream, CRSP, etc.

Tailor TS algorithms to match the different requirement and regulations in various world markets.

Excellent programming skills in Python, C++, Tensorflow, PyTorch or similar languages

Internships/work experience with machine learning, deep learning, reinforcement learning

Relevant research experience (publications at NeurIPS, ICML, ICLR or similar are preferred)

Experience with cloud environments and multi-machine setups

Core Benefits: Fully paid medical and dental insurance premiums for employees and dependents, competitive 401k match, employer-paid life & disability insurance

Experience in futures and/or equities markets

Minimum of 2 years of relevant experience

Collaborating with PMs and QR's to conduct alpha research and data analysis

Monitoring/evaluating the performance of trading strategies

Developing and implementing quant algo's and models using python

MS in a Quantitative Field (i.e., Mathematics, CS, Statistics, or a related field) - PhD is preferred

Manage risk effectively to optimize trading performance.

Strong experience in quantitative trading with a focus on ETFs.

Excellent analytical and problem-solving skills.

Strong coding skills in languages such as Python, C++, or Java.

Strong communication and leadership skills.

Design, implement, and optimize high-performance algorithmic trading strategies in the ETF market.

· Prior experience in a quantitative research or quantitative trading team

· Superior attention to detail and organizational skills

· 4+ years of experience in a quantitative role

Conducting quantitative research and deliver insights related to:

New equity factors and/or improving existing equity factors

Risk taking in equities markets

Degree (Preferably PhD, Minimum MSc with industry experience) in a STEM subject EG. Engineering, Computer Science, Physics, Mathematics or similar.

Programming experience in C++, Python or Java (Language agnostic).

Advanced mathematical and statistical skills.

Specific/ relevant industry experience required (1Yr+)

Best compensation in the market (20-30% more than FAANG) !!!

Researchers are treated as the companies' #1 asset – No red tape!

5+ years of relevant systamtic macro experience in trading / research

Technical skills in fundamental data analysis, Python is essential

Alpha capture experience is heavily preffered

Work alognside PM's to build out, research and deploy systamtic macro strtagies across FX, equties, fixed income and futures

Research, monitor and support portfolio construction

Maintain and improve existing production and research infrastructure