A multi manager hedge fund is looking to bring on an experienced equity stat arb quant researcher to join their team. This individual should possess expertise across several areas including but not limited to; backtesting techniques, strategy implementation methods coupled with execution analytics skills that help drive performance.
- A degree from a reputable institution with majors related to Mathematics, Statistics or Computer Science (or STEM related field)
- 3+ years of experience working within a quantitative / systematic trading environment
- Strong knowledge of backtesting methodologies and execution analytics
-Knowledge of TCA/Risk modelling and portfolio construction
-Prior experience with intraday and daily statistical arbitrage equity/futures strategies is preferred
- Participate in all aspects of systematic trading from data ingestion and hypothesis generation to strategy implementation and backtesting
- Perform execution analysis and resolve any system issues within the teams research/trading environment
- Conducting statistical analysis utilizing proprietary data sets then developing predictive modelling frameworks based off these findings.
-Suggest improvements for the existing trading strategies and review all personal production performance with the PM
-Continuously work with he PM and other groups to contribute to the teams research direction