Job Responsibilities (include, but not limited to the following):
- Help drive and deliver on the team's growing research agenda.
- Alpha idea generation, backtesting and implementation
- Improvement of existing strategies and portfolio optimization
- Develop statistical models and machine learning methods to evaluate optimal execution
- Research market impact models
Candidate profile
- 5+ years of experience working in quantitative equity research
- Knowledge of Stat arb trading strategy
- Experience researching equity market microstructure
- Programming knowledge in object oriented languages and statistical analysis programs
- PhD degree in a computational field (Math, Statistics, Physics, Computer Science, ect)
- Good communication and interpersonal skills
