Quantitative Researcher

Engineers Gate•New York, NY

2d•$130,000 - $150,000

About The Position

Engineers Gate (EG) is a leading quantitative investment company focused on computer-driven trading in global financial markets. We are a team of researchers, engineers, and financial industry professionals using sophisticated statistical models to analyze data and identify predictive signals to generate superior investment returns. EG’s investment teams each focus on their independent strategies while utilizing the firm’s proprietary, state-of-the-art technology and data platform to optimize their alpha research. We are seeking a highly motivated and experienced Quantitative Researcher to join one of our systematic equity trading teams. In this role, you will be able to leverage the team’s existing research and trading infrastructure to develop innovative systematic trading strategies in their full cycles, from deep data analysis to idea generation and backtesting, and ultimately strategy deployment. The ideal candidate will have strong programming skills and demonstrate a passion for diving deep into data analysis, allowing for creative alpha generation driven by both in-depth understanding of the data and financial intuition. As part of a small team, the Quantitative Researcher will report directly to the Portfolio Manager and will be tasked in all aspects of systematic trading, leading to tremendous growth opportunities for the successful candidate. We place a high value on continuous learning and development and this role represents a unique opportunity to work alongside and learn from highly experienced team members. Joining Engineers Gate offers a unique opportunity to work at the forefront of systematic trading, where innovation and quantitative analysis intersect. We are passionate about implementing scientific and mathematical methods to explore and solve problems in the global financial markets. If you thrive in a fast-paced, data-driven environment, we encourage you to apply.

Requirements

Familiar with alpha research methodologies in cash equities, developed and traded systematic equity strategies with proven track records.
A minimum of two years of alpha research experience in systematic equity trading, exceptional fresh graduate with advanced degrees in quantitative majors could be considered.
Very strong programming skills, preferably in Python.
Ability to work both independently with light guidance and effectively collaborate with other team members when needed.

Nice To Haves

Experience on building scalable time series data analysis infrastructure is a big plus.
Knowledge on portfolio construction and trade execution is highly desirable.

Responsibilities

Process and analyze all kinds of data sets in various formats, structured or unstructured.
Collaborate closely with the PM to develop alpha signals out of both traditional and alternative data sets.
Adopt the data driven approach to come up with creative alpha generation ideas and rigorously backtest these ideas.
Collaborate with other team members to improve existing research and trading infrastructure, as well as adding new data analysis and research tools.
Take a proactive approach to problem-solving, demonstrating a high level of motivation and initiative in the pursuit of innovative trading strategies.
Stay informed about market trends, emerging technologies, and advancements in quantitative finance.

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