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 high-quality research models
• Solving optimization problems during execution
• 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 markets, financial instruments, and data, enabling you to apply expert knowledge to your work and solve problems
• Expert knowledge in a high-level language such as Python or R

Advantageous:

• Knowledge of market structure, participants, trading venues, and microstructure for at least one of the major asset classes
• Experience in intraday alpha research
• Experience working with alternative data
• Experience working with large datasets and data analysis

Personal characteristics

• PhD or an exceptional master’s or bachelor’s degree in a quantitative field
• Intellectual integrity with an analytical approach to problem solving
• Ability to work collaboratively with high-performing teams
• 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 competing business requirements and priorities
• Strong interpersonal skills, adaptable, and able to build and maintain close working relationships with quantitative researchers, traders, and business unit data specialists
• Effective communication skills, the ability to present a point clearly and concisely, and the ability to handle conflicting viewpoints

We offer

• Expected base salary range: $120,000–$240,000
• Total compensation may vary and depends on the applicant's skills, qualifications, and experience
• Comprehensive benefits package, including group life insurance, critical illness/terminal illness coverage, and long-term disability coverage, group sick pay, enhanced parental leave, and long-term leave
• More than 20 paid vacation days per year, plus flexible vacation policies for collaborative work and long-term care