Quantitative Researcher, Volatility - Medium-Frequency
About The Position
Squarepoint Services US LLC seeks a Quantitative Researcher (Volatility - Medium- Frequency) for its New York, New York location. This role involves constructing, analyzing, and managing single stock portfolios, conducting equity execution research to optimize trading strategies, and performing market impact analysis to minimize trading costs. The researcher will also focus on researching and enhancing the monetization of alpha signals, monitoring portfolio exposures, risk metrics, factor sensitivities, and performance attribution daily to support risk management, and producing research reports and quantitative insights on portfolio performance, trading costs, and signal effectiveness.
Requirements
- Minimum of a Master’s degree or foreign equivalent in Financial Engineering or related field of study.
- 1 year of experience as a Quantitative Researcher or related position for an investment/asset management or financial market research organization.
- At least one (1) year of employment experience with Quantitative modeling and statistical analysis.
- At least one (1) year of employment experience with Multi‑asset portfolio construction and risk management.
- At least one (1) year of employment experience with Algorithmic trading and execution optimization.
- At least one (1) year of employment experience with Market‑impact analysis.
- At least one (1) year of employment experience with Alpha research, signal development, and validation.
- At least one (1) year of employment experience with Programming using Python for data analysis and strategy development.
Responsibilities
- Construct, analyze, and manage single stock portfolios.
- Conduct equity execution research to optimize trading strategies.
- Perform market impact analysis to minimize trading costs.
- Research and enhance monetization of alpha signals.
- Monitor portfolio exposures, risk metrics, factor sensitivities, and performance attribution daily to support risk management.
- Produce research reports and quantitative insights on portfolio performance, trading costs, signal effectiveness.
Stand Out From the Crowd
Upload your resume and get instant feedback on how well it matches this job.
What This Job Offers
Job Type
Full-time
Career Level
Mid Level
