A small and very successful quantitative fund in NYC is looking to hire a data scientist / signal researcher to join its collaborative team. The researcher will design and develop code to analyze high frequency market data and other big datasets, implement algorithms to generate and test potential trade signals and integrate the results into their production environment.
This is an exceptional opportunity to take on more responsibility while gaining exposure to the quantitative investment process and growing with the firm. Must be eligible to work in the United States.more →
Portfolio Research and Oversight - Strong coding skills (some combination of python, R, Matlab, SQL) are a must have for this role. The person needs to have alpha exposure, research experience with residual returns and a willingness to dig into analyzing our quant equity portfolios. This person should understand portfolio construction, drivers of alpha and performance attribution. The candidate should have approximately 4-8 years of experience, strong educational background (stats, econ, math), advanced degree preferred, and an interest in finance. This team is part of our portfolio management group focused on portfolio oversight and research of our portfolios.more →
Our clients in both NYC and Chicago, are looking to hire Quantitative Researchers to develop intraday, intermediate and long-term trading strategies in either one of these asset classes - foreign exchange, cash equities or futures. These strategies will complement and diversify the firm's main strategies. These researchers will work to maximize performance and PNL by utilizing quantitative methods, and technological tools.more →