Quantitative Researcher

Tasks

As a Quantitative Researcher, your responsibilities will include: * Building high-quality intraday forecasting models for cash equities based on order book and alternative data * Developing machine learning techniques for alpha research * Developing a two-level market impact model for various asset classes * Solving optimal execution optimization problems * Identifying the most lucrative P&L opportunities * Working closely with researchers across the company

Requirements

Essential Requirements: * Ability to think creatively and implement original research and ideas * Exceptional analytical skills; recognized by colleagues as an expert in the field * Deep understanding of statistical modeling; and the ability to use tools such as Python/R at an expert level * Expertise in a high-level programming language such as Python/R Preferred Requirements: * Knowledge of market structure, participants, trading venues, and microstructure of at least one of the major asset classes * Experience in intraday alpha research * Experience using visualization tools * Experience handling large data sets and tick data

Personal characteristics

* PhD or exceptional master’s or bachelor’s degree in a quantitative field * Integrity combined with an analytical approach to problem-solving * Ability to deliver products with high commercial value * Hands-on attitude, willing to engage with technology and projects across the entire company * Self-organized with the ability to effectively manage multiple projects and handle competing business requirements and priorities * Strong interpersonal skills; adaptability and the ability to build close working relationships with quantitative analysts, data scientists, software developers, traders, and business leaders * Confident communication; able to articulate a point precisely and handle conflicting views

We offer

* A salary ranging from $130,000 to $240,000 USD * A comprehensive benefits package that includes, among other things: + Full life insurance coverage + Health insurance + Income protection + Disability coverage + Group health insurance + Parental leave and vacation time * Flexible work arrangements and opportunities for professional development * A work environment that promotes equal opportunity and values diversity