Quantitative Researcher – Equities - HFT

  • $130000 - $200000 per annum
  • United States, New York, US

Quantitative Researcher with at least two years of background in cash equities strategies/trading and alpha research methods combined with strong programming skills, ideally in Python, and experience in building ML/time series data analysis infrastructure would be a big plus, is required by a boutique quantitative investment company focused on high-frequency systematic trading.
 
The role is hybrid and based in Manhattan four days per week. It is a chance to work at the forefront of systematic trading, where innovation and quantitative analysis intersect and are heavily data-driven. But also within a boutique business where you will be noticed and rewarded, and there is an excellent opportunity to grow your career and knowledge.

Salary Circa £130-200k + Bens + Bonus to 50%. 
 
Key skills required for the Quantitative Researcher – Equities would include
 

  • Familiar with developing and analysing equity alpha research methodologies in cash equities,
  • Developing and traded systematic equity strategies with proven track records.
  • A minimum of two years of alpha research experience in high volume / HFT systematic equity trading. 
  • Advanced degrees in quantitative majors / financial engineering.
  • Strong programming skills, preferably in Python and data systems.
  • Experience in ML/machine learning and building scalable data analysis infrastructure/ time series models is a big plus.
  • Knowledge of portfolio construction and trade execution is highly desirable.
  • Ability to work both independently with little guidance and be part of a highly skilled team.

  
Key Responsibilities for the Quantitative Researcher – Equities would include
 
 

  • 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.

 
This is an outstanding chance for a Quantitative Researcher with an equities focus on quantitative research skills and data-centric programming skills to flex their engineering skills within a mid-sized global quantitative investment firm that is passionate about innovative technology / systematic trading to drive returns.
 
Opus Resourcing acts as an employment agency with respect to permanent employment.

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    Advertised by:

    James Shenton

    Managing Consultant - Technology

    James Shenton

    James Shenton a co-founder & Managing Consultant at Opus Resourcing who has 29 years’ hands on technology recruitment experience, and his work has included delivering on long term preferred supplier relationships for companies such as YOOX-NET-A-PORTER, Sky, Betfair, Apple Europe, Ericsson, 3 Mobile.

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