My client is a leading systematic hedge fund based in New York. The firm have a strong presence in cutting-edge research, rigorous quantitative analysis and advanced technologies which has been at the forefront of their recent successes. The firm have a high technical bar and have hired leading academic quants with publications across finance, mathematics, computer science and machine learning.
Role Overview:
The team are seeking a Junior Quantitative Researcher to join their collaborative team. This is an exceptional opportunity for a PhD graduate to apply their expertise in a challenging and rewarding environment. The ideal candidate will have a strong academic background, exceptional problem-solving skills, and a passion for quantitative research.
Key Responsibilities:
- Develop, implement, and test quantitative models and trading strategies.
- Conduct rigorous statistical analysis and data mining on large financial datasets.
- Collaborate with senior researchers to refine and enhance existing models.
- Perform backtesting and simulation to evaluate the performance of models.
Qualifications:
- PhD in Mathematics, Statistics, Computer Science, Physics, Engineering, or a related quantitative discipline.
- Strong programming skills in languages such as Python, C++, R, or MATLAB.
- Solid understanding of probability, statistics, and econometrics.
- Experience with machine learning techniques and data analysis is a plus.
- Prior internship or full-time experience in the quantitative finance space is an added bonus.
- Excellent problem-solving abilities and analytical thinking.
- Strong communication skills and ability to work effectively in a team environment.
What They Offer:
- Competitive compensation and benefits package.
- Opportunity to work with a team of world-class researchers and technologists.
- Collaborative and intellectually stimulating work environment.
- Access to cutting-edge tools and technologies.
- Career development opportunities and mentorship from senior researchers.