QR Lead for a hedge fund

Responsibilities

• Drive the research agenda with a view to meeting medium-term trading and business objectives
• Manage development of research tools and applications for processing market data
• Direct alpha research geared towards high-volume and scalable strategies
• Oversee and implement strategy code to monetize findings on both sides of the order book
• Contribute to ongoing R&D efforts for wide-ranging initiatives the team undertakes
• Develop and test data-centric theories aimed at understanding intraday liquidity dynamics

Requirements

• Graduate degree in Applied Math, Statistics/ML, Computer Science/Engineering, or similar
• Proficiency in C++ with demonstrable experience building large-scale production applications
• Proficiency in advanced data research & modeling using Python and/or R
• Extensive knowledge and expertise designing statistical inference models and predictive analytics
• Extensive knowledge and experience with high-volume, high-dimensional data modeling
• Extensive knowledge and understanding of software engineering principles and practice
• Demonstrable experience leading teams, projects, and timely execution of business objectives

Additional Skills/experience That Will Reflect Favorably

• PhD in Applied Math, Statistics, ML, Computer Science/Engineering, Physics or similar
• Prior experience managing quantitative trading portfolios at a reputable hedge fund or trading firm
• Deep insights into global financial exchange micro-structure and micro-behavior
• Prior experience managing or implementing Equities and/or Futures Statistical Arbitrage or HFT
• Experience originating alpha/strategy development in an unprecedented environment or scale
• Experience propelling firm-level innovation, intellectual breakthroughs, and business growth