Senior Quantitative Researcher Jobs

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.

Takes a proactive approach to working with managers to address issues and offer suggestions on solving problems.

Deep and broad knowledge across multiple sports.

A self-starter, able to manage and prioritize working time on the fly and adapt to rapidly changing work conditions.

Expert-level sports knowledge across multiple sports including knowledge of analytic metrics and trends

Excellent verbal and written communication skills

The ideal candidate will have 3+ years’ experience working with statistics, covering sports, or analyzing sports events, news and issues.

Develop best-in-class execution & market-making strategies with strong back-testing capabilities

Experience building low latency, scalable services

Contribute to next-generation front office trading services that deliver a scalable C++ platform to facilitate quick expansion into emerging markets

Highly optimise market data solutions to power quantitative research

Partner with traders and quants to understand the most important problems

Collaborate closely with developers on the team and around the firm

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) :

Financial experience is not a requirement

Experience building mathematical models for complex real-world problems

Intermediate programming skills in Python or C++

Develop trading strategies using statistical and machine learning algorithms

Design and implement optimization algorithms for portfolio construction

Develop quantitative models describing market behavior

Strong quantitative research skills, 2+ yrs of practical investment management experience including experience with systematic managed futures strategies

MS/PhD in computation finance, fin math or related

Firm allows significant work flexibility, and very competitive compensation and benefits package.

Team player, multi-tasker, strong communicator

Available to work at minimun on hybrid schedule in Florida's location

This is a great opportunity to work, contribute and learn from a renowned, world class PM/fund's principal.

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

Combine knowledge of systems, mathematical techniques and trading to identify the best places to improve our trading system

2+ years experience as a quantitative researcher with specific experience in pricing of US Government Bonds or Treasury Bond basis.

Relevant tertiary qualifications (graduate or post graduate), with strong academic results, preference in mathematics, science, financial engineering or computer science.

Strong programming skills, Python, Java or C++ preferred

Understand the current suite of models and algorithms with the aim to integrate new Fixed Income specific functionality and risk types.

Rapidly research, test, and prototype new algorithmic ideas, preferably with Python.

MSc or PhD in a relevant field like science, finance or engineering. Alternatively, a STEM related field.

Have more than 3+ year’s experience.

Excellent computer programming skills, mainly python.

Develop and research portfolio construction to optimize maximum performance.

Working collaboratively in a research team environment to achieve the common objective to facilitate and implement new strategies.

Be able to handle multiple projects at the same time when requested.

3+ years of experience within quantitative research in the equity options or cash equities space

Passion for solving mathematical problems and the skills to make it happen

Enjoy mentoring others, sharing your knowledge and helping them to improve

Utilize large data sets to optimize parameterization for trading, either in system execution success or pricing volatility surface and term structure

Effective communicator and collaborator across various teams with a willingness to learn new techniques

BS, MS or PhD in STEM or a related field

Implement and conduct research and studies as directed by experienced traders

Gain sufficient experience to help improve current trading strategies and order execution, and research new strategies

Be an experienced programmer, preferably in Python

Have excellent analytical skills and have attention to detail

Review portfolio positions and trades and troubleshoot any issues, potentially by interfacing with vendors, brokers and external fund administrators

Build or improve infrastructure for automating and optimizing operational tasks

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.

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.

Experience with data visualization; data manipulation/data processing.

Good communication and team skills.

Knowledge of financial markets, financial instruments.

We are interested in both soon-to-be/recent graduates and experienced professionals who possess the following:

Analyzing large datasets of high-frequency market data to test hypotheses and extract insights.

Designing, developing, testing, and maintaining high-frequency trading algorithms, and enhance existing ones.

· 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