- Build models from scratch using quantitative techniques to generate alpha
- Daily quantitative research on high frequency trading strategies
- Work alongside a dynamic and talented team creating innovative strategies in the trading space.
- Identify problems and troubleshoot solutions
- Work in the Strategic Alpha Research team to develop and improve on quantitative investment strategies.
- Support all strategies from alpha generation through to trade execution and implementation
- Work closely with other team members creating new strategies by identifying investment ideas or innovative data sources
- Gather and refine complex data for modeling
- Code (Python, R, SAS) and perform statistical analysis to build and refine models; interpret, present, and implement the results
- PhD or Masters Quantitative Field (Statistics, Engineering, Computer Science, Physics, Math)
- 3+ Years of programming in Python or C++, experience in SQL/Java is a plus.
- 2+ Years Experience in buy side research and quantitative trading.
- Excellent written and verbal communication skills.
- 2+ years of work experience in developing and research in alpha generation
- Must have a strong record of original research and demonstrated problem solving ability