Lead Quantitative Researcher for Quant Strat group at a HF

Responsibilities

Research Alpha Ideas with a view to enhancing predictive capability of new and existing models
Identify Concrete Research Objectives for advancing profitability of live trading strategies
Implement High-Speed Computational Code in a variety of programming languages
Develop and test data-centric theories aimed at understanding intraday liquidity dynamics
Build research tools and applications for processing and examining market and trading data
Drive Technical and Intellectual Innovation on all R&D initiatives the team undertakes

Requirements

• Graduate degree in Applied Math, Statistics/ML, Physics, Computer Science, or similar
• Proficiency in advanced data research & modeling using Python and/or R
• Comfort in C++ with experience interacting with large-scale production applications
• Extensive knowledge and expertise designing statistical inference models and predictive analytics
• Extensive knowledge and experience with high-volume high-dimensional data modeling

Additional Skills/Experience

• PhD in Applied Math, Statistics, ML, Computer Science/Engineering, Physics or similar
• Deep insights into global financial exchange micro-structure and micro-behavior
• Prior experience managing Equities and/or Futures Statistical Arbitrage or HFT strategies
• Experience originating alpha/strategy development in an unprecedented environment or scale