Quantitative Researcher

Engineers Gate • New York, NY

19h • $130,000 - $200,000

About The Position

We are seeking a motivated, detail-oriented Quantitative Researcher to join a small, highly collaborative team managing a global, mid-frequency statistical arbitrage portfolio. The researcher will contribute across the full research lifecycle, from exploring alternative datasets and developing trading signals to enhancing portfolio construction, risk, and transaction cost models and implementing research in production. The team places a premium on ideas motivated by an understanding of underlying economic mechanisms, combining this perspective with advanced statistical and machine learning techniques.

Requirements

• Academic background in Mathematics, Physics, Computer Science, Engineering or a related field
• A history of continuous and self-directed learning
• Strong mathematical and modeling skills (proficiency in optimization theory is preferred)
• Proficiency in coding (Python, C++ preferred)
• 2-5 years of working experience in quantitative research in equities/futures
• Excellent attention to detail, strong written/verbal communication

Nice To Haves

• Master's or PhD in any quantitative field is a plus, but not required.

Responsibilities

• Explore unique alternative datasets in order to develop novel trading signals
• Develop and enhance frameworks for portfolio construction
• Utilize state of the art machine learning and data science techniques to improve stock level insights
• Enhance the team's array of risk and transaction cost models
• Write robust and production quality code
• Manage the full pipeline of research projects from idea generation to implementation

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Education Level: Associate degree