Quantitative Researcher(Equity MF-Events Group)
: Job Details :

Squarepoint Services US LLC seeks a full-time Quantitative Researcher for its New York, NY location. Duties: On behalf of an investment management firm, Perform systematic research in the Alpha Capture business in global Equity markets in short-term and long-term horizons. Responsible for all qualitative aspects of the business including overseeing the platform, collecting of new related datasets, management of the ongoing interactions with the Relationship Managers and helping with the regular commission payments to Alpha Capture contributors. Responsible for monetization of the Mergers & Acquisitions business, and in Special Situations, including Relative Value, Spin-Off and Index Rebalance events. Manage and collect Mergers and Acquisitions events dataset and construction of the systematic and discretionary strategy. Oversee discretionary portfolios, interact with the traders and represents the business from the systematic side. Requirements: Master's degree or foreign equivalent in any STEM (Science, Technology, Engineering, or Math) field of study and 2 years of experience as a Quantitative Researcher, Quantitative Trader, Derivatives Trader or related position for an investment/asset management organization. Will also accept a Bachelor's degree or foreign equivalent in any STEM (Science, Technology, Engineering, or Math) field of study and 5 years of progressive, post baccalaureate experience as a Quantitative Researcher, Quantitative Trader, Derivatives Trader or related position for an investment/asset management organization. Must have at least two (2) years of employment experience with each of the following required skills: (1) Conducting alpha research, sentiment analyses and development of predictive models to construct systematic events strategies in Equities using Probability Theory, conditional probability, properties of probability distributions and stochastic processes; (2) Conducting statistical tests on observed patterns and applying financial modelling in portfolio optimisation aspects in a research process to develop systematic event strategies in Equities; (3) Utilizing experience in interpreting financial datasets, generating systematic trading ideas and observing financial patterns in Alpha Capture datasets and Mergers & Acquisitions datasets; (4) Using practical skills in kdb+/q, Python and VBA to be able to manage research frameworks, conduct backtesting and write production code to deploy strategies to live trading. (5) Working with knowledge of C++. Salary / Rate Minimum/yr: : $210,000 Salary / Rate Maximum/yr : $210,000 The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available. Squarepoint is an EEO/AA employer.