Alt Data Equity Quantitative Researcher

About the role

The team is part of a Tier-One Quant Fund in NYC focused on mid-frequency horizons (days/weeks) with plans to expand into global equity markets next year. The incoming Quant Researcher will work collaboratively and have autonomy to develop end-to-end strategies.

Responsibilities

• Leverage linear and non-linear methodologies to develop systematic strategies
• Work with esoteric datasets to identify significant market edges
• Collaborate in a team environment to enhance overall performance
• Utilize Python for coding and implementing strategies

Requirements

• 5+ years buyside quantitative research experience
• Experience with EU/APAC signals is a plus but not required
• Expert statistical and mathematical modeling skills, including the use of machine learning for signal research
• Exposure to portfolio construction and execution methodologies
• Strong Python coding skills
• Effective communication skills

Qualifications

• Successful track record in developing alpha strategies
• Proven ability to work independently and contribute to team goals
• Ability to adapt to new methodologies and technologies

Skills

• Linear and non-linear methodologies
• Statistical and mathematical modeling
• Machine learning for signal research
• Python programming

Benefits

• Collaborative work environment
• Opportunities for career growth within a leading quantitative fund
• Competitive compensation package

Pay

Competitive compensation package

Schedule

Full-time position

Benefits

• Health insurance
• Retirement plan
• Flexible work schedule