Quant Researcher Analyst
We're working with a well-established investment management firm with a strong presence in systematic trading, they're seeking a Quantitative Research Analyst to join its Quantitative Strategies team. The role offers the chance to work within a collaborative research environment focused on innovation, performance optimization, and strategic diversification.
This role will report directly to a Quantitative Research Manager and will be instrumental in enhancing existing trading strategies across Futures and FX markets while developing new ones that align with the firm's broader investment objectives. The position is based on the East Coast, with a preference for candidates who can commute to one of the firm's offices located along the east coast.
Key Responsibilities
The Quantitative Research Analyst will be responsible for a range of research and development tasks aimed at improving the firm's systematic trading capabilities. These responsibilities include:
- Conduct research to refine and improve the efficiency, profitability, and robustness of existing trading signals.
- Design and implement new systematic signals that trade across Futures and FX markets; Complement and diversify production strategies in terms of style, source of alpha and markets traded
- Evaluate signal performance across various market regimes and time horizons, with a focus on mid-to-low frequency strategies.
- Develop and test portfolio construction methodologies that balance performance with risk management, draw-down control, and cost efficiency.
- Collaborate with team members to integrate portfolio-level insights into signal development and strategy design.
- Work closely with departments including technology, operations, trading, marketing, and accounting to ensure smooth implementation and monitoring of strategies.
- Participate in cross-functional initiatives aimed at improving infrastructure, data quality, and execution efficiency.
- Follow robust research protocols to minimize discrepancies between backtested and live trading performance.
- Regularly present research findings, strategy updates, and performance analyses to senior management and the investment committee.
- Support senior management with special projects that may involve exploratory research, strategic planning, or client-specific analysis.
Qualifications and Experience
- A PhD or Master's degree in a quantitative discipline such as Mathematics, Physics, Statistics, Computer Science, Engineering, or Financial Economics.
- Minimum of 2 years of experience in systematic trading, preferably on the buy side, with a focus on futures and/or FX markets.
- Proven track record of developing and implementing mid-to-low frequency strategies.
- Familiarity with the full life-cycle of quantitative strategy development, from idea generation to live deployment.
- Advanced programming proficiency in one or more languages commonly used in quantitative research (e.g., Python, C++, R, MATLAB).
- Experience with data analysis, statistical modeling, machine learning, and numerical optimization.