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
• Modeling Market Impact and Optimizing Execution Strategies
• Identifying the most profitable P&L opportunities
• Close collaboration with researchers throughout the company

Requirements

Essential:

• Ability to think creatively and to carry out original research and develop innovative ideas
• Excellent analytical skills; recognized by colleagues as an expert in his field
• A deep understanding of statistical analysis; and the ability to translate insights into solutions for business problems
• Expert knowledge of a high-level programming language such as Python, R, and/or C++

Advantageous:

• Knowledge of market structure, market participants, trading venues, and microstructure for at least one of the major asset classes
• Experience in intraday alpha research
• Experience in developing tools and/or models
• Experience working with large datasets and tick data

Personal characteristics

• PhD or an exceptional master’s or bachelor’s degree in a quantitative field
• Intellectual integrity combined with a deeply analytical approach to problem-solving
• Willingness to use high-performance tools throughout the organization
• A hands-on approach, willing to tackle business matters and projects across the entire company
• Self-motivated and able to actively monitor and manage multiple projects as well as competing business requirements and priorities
• Strong interpersonal skills, adaptability, and the ability to establish and maintain close working relationships with quantitative researchers, traders, and business and technology teams
• Effective communication; able to present a point clearly and concisely and handle conflicting views constructively

We offer

• A comprehensive benefits package that includes paid leave, GymFlex/VIP leave, long-term disability coverage, group insurance, enhanced parental leave, and long-service benefits
• Flexible working arrangements
• Two weeks of paid vacation per year
• A Unique Approach to Community Engagement by Man on the Move

Salary

The expected base salary for this position ranges from $100,000 to $140,000 USD. The compensation package may also include benefits and a discretionary bonus.