Quantitative Researcher

Job description

We are looking for a Quantitative Researcher with a primary focus on cash equities. The responsibilities include:

• Generation of high-quality intraday alpha signals for cash equities using order book and alternative data
• Development of ML techniques for alpha research
• Development of a high-quality market research model that covers various asset classes
• Solution of optimal execution optimization problems
• Identifying the greatest P&L opportunities
• Close collaboration with researchers throughout the company

Requirements

Essential:

• Ability to think creatively, develop original research and ideas, and put them into practice
• Excellent analytical skills; recognized by colleagues as an expert in his field
• A deep understanding of statistical methods and the expertise to solve complex problems
• Expertise in a high-level language such as Python or R

Advantageous:

• Knowledge of market structure, participants, trading venues, and microstructure of at least one of the major asset classes
• Experience in intraday alpha research
• Experience in intraday trading, e.g., market making
• Experience with handling large datasets and data visualization

Personal characteristics

• PhD or an exceptional master’s or bachelor’s degree in a quantitative field
• Intellectual integrity combined with a sharp analytical approach to problem-solving
• Ability to derive solutions using high computational power
• Hands-on approach, willing to engage with technology and projects across the entire company
• Self-motivated, with the ability to proactively manage multiple projects and handle competing business requirements and priorities
• Strong interpersonal skills; adaptability and the ability to establish and maintain close working relationships with quantitative researchers, traders, technology partners, and business partners
• Strong communication skills, the ability to be part of a strong, cohesive group, and the ability to handle conflicting views in a positive manner

We offer

• Salary: $100,000–$140,000
• Discretionary bonus
• Comprehensive benefits package, including free health, wellness, and life insurance, long-term disability benefits, group sick pay, extended parental leave, and extended vacation time
• Opportunities for career development and flexible work arrangements