Senior Quantitative Researcher

Qualifications

• 7+ years of experience developing systematic investment strategies, particularly in equity and currency markets and with forecast horizons of days, weeks, or months instead of seconds, minutes, or hours
• A creative, rigorous thinker with a demonstrated ability to come up with differentiated alpha research ideas based on investment logic and intuition
• Extensive experience performing hands-on quantitative research as an individual contributor
• Extensive experience managing other researchers on multiple simultaneous research projects
• Significant experience evaluating novel data sources
• Expertise in risk and transaction cost modeling
• Significant experience implementing successful research ideas in a production process
• Excellent communication skills, including data visualization
• Strong analytical, quantitative, and problem-solving skills
• Understanding of probability, statistics, linear regression, time-series analysis, linear algebra, calculus, optimization and portfolio theory
• Knowledge of the application of statistics to economics (including econometrics or regression analysis)
• Experience with a statistical computing environment such as Python, Stata, R, or MATLAB
• Good understanding of the academic field of empirical asset pricing
• High energy and strong work ethic
• An undergraduate degree with an emphasis on challenging quantitative coursework. A graduate degree in a field related to economics, finance, or statistics is a plus

Pay

The base salary range for this position is $170,000 - $325,000 per year.