Responsibilities:
- Building algorithmic models
- Conducting alpha research on different systematic equity strategies
- Partnering with team members to build and improve trade infrastructure and tools for trading
- Analyzing large amounts of historical data from a variety sources
- Designing and testing new predictive signals, data sets, or trading strategies
- Building machine learning systems used to predict patterns in various aspects of portfolios
Requirements
- Proficiency in Python and/or R (Python preferred)
- Experience applying machine learning models to trade signal production/optimization
- At least 3 years experience in a Quant Research position at a hedge fund or algorithmic trading firm
- Master's degree in Computer Science, Statistics, Mathematics, or Engineering (preferred)
- Experience working with large amounts of data across various data sets
