Quant Researcher - Equity Stat Arb
A top-tier global investment firm is looking for a highly skilled and motivated Quantitative Researcher to join its index rebalancing team. This role is ideal for a technically proficient individual who is passionate about data analysis, statistical modeling, and machine learning, particularly in the context of financial markets. The right candidate will thrive in an independent work environment and be capable of structuring and analyzing large, often messy datasets to drive data-backed trading decisions. Prior experience with event-driven trading strategies is essential.
Key Responsibilities
- Feature Engineering: Identify and extract key data features to enhance trading strategies.
- Data Processing: Clean and structure large datasets for analysis and model development.
- Statistical Analysis: Uncover meaningful insights by analyzing trends, patterns, and anomalies in financial data.
- Model Development: Design and implement statistical and machine learning models to optimize trading strategies.
- Collaboration: Partner with traders, developers, and researchers to deliver innovative, data-driven solutions.
- Documentation: Maintain clear records of research methodologies and model performance for reproducibility.
- Continuous Improvement: Stay current with advancements in quantitative research, event-driven trading, and machine learning techniques.
Technical Skills & Qualifications
- Strong programming skills, particularly in Python (experience with libraries like Pandas and NumPy preferred).
- Bachelor's, Master's, or PhD in a quantitative discipline (e.g., Applied Mathematics, Statistics, Computer Science) from a leading university.
- Solid understanding of statistical modeling, quantitative finance, and machine learning techniques.
- Experience working with large datasets and database management.
- Strong analytical reasoning and independent problem-solving ability.
- Knowledge of trading workflows and financial markets, with an emphasis on event-driven trading strategies.
Preferred Experience
- At least 3 years of experience in a quantitative research role focused on equity statistical arbitrage strategies.
- Background in proprietary trading firms preferred, though strong candidates from banks with relevant signal development experience will also be considered.
- Proven ability to manage multiple projects and work in a fast-paced environment.
- Strong communication skills for effectively conveying research findings.
Highly Valued Attributes
- Intellectual curiosity and a proactive, self-driven approach.
- Experience researching and implementing trading signals from diverse data sources.
- Understanding of econometrics, asset pricing, and quantitative finance.
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