The Company
The team is a fully systematic, global equity-focused pod within the single most-successful multi-manager fund of the past two decades, led by a highly impressive Portfolio Manager with over 10 years' experience in this area.
Having established a successful stat arb strategy and made some recent impressive hires, this team is looking to augment their library of alpha signals, through complex statistical analysis of fundamental and alternative datasets, for incorporation into the aggregate book.
Owing to the team's ‘pod' structure, this role is business-impactful with a high-degree of opportunity for idea generation and chance to directly influence PnL.
Your Role:
- Expand quant research library of alpha signals through complex statistical modelling and other techniques
- Make use of varied fundamental and alternative data sources - breadth of data is a huge focus for the team
- Backtest strategies using their cutting-edge proprietary ecosystem
- Partner closely with the overall Head of the business to assess stat arb strategies and generate ideas for new ones
- Maintain and devise proprietary trading tools and frameworks
Experience Required / About You:
- Significant experience work in a systematic research environment as a quant researcher or quant analyst
- Prior exposure to equity products - be it single name, stock options or other derivatives
- Strong technical skills including proficiency in Python
- Aptitude and passion for statistical modeling including Bayesian, time-series and more unsupervised learning techniques
Pre-Application:
- Please do not apply if you're looking for a contract or remote work.
- You must be eligible to live and work in the US, without requiring sponsorship.
- Please ensure you meet the required experience section prior to applying.
- Allow 1-5 working days for a response to any job enquiry.
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