Job description
The Role
Our goal is to be the most successful quantitative investment team in the world, by taking a scientific and knowledge-centric approach to understanding the markets. We are seeking an exceptionally talented & experienced individual to join our elite team.
What you’ll do
As a senior quantitative researcher, you will work with the team to understand the fundamental concepts behind each research domain, and the corresponding alphas that can be created from an extensive range of traditional and alternative data offerings.
You will identify compelling differentiating features, design novel predictive signals, enhance existing algorithms and implement/augment research and trading tools. As a senior member of the team, you will also be expected to proactively contribute to all facets of building and running a successful quantitative investing business in a collegiate and collaborative environment, while advising more junior researchers.
What you need:
· Extensive quantitative research experience (minimum of 5 years), ideally covering a range of US equities related alpha domains.
· A scientific approach to quantitative research; process orientated, and methodical in implementing a creative and rigorous research agenda.
· Entrepreneurial in identifying and realizing new alpha opportunities; highly self-motivated to succeed.
· Proven track record of creating scalable & high Sharpe alpha through deployed quantitative systematic strategies/signals.
· Ability to clearly convey technical ideas and translate these ideas into clean, robust, efficient code.
· Experience advising / coaching more junior researchers.
· PhD or Master’s degree in a quantitative field; ideally mathematics, physics, engineering or computer science.
· Highly proficient in Python.
· The ability to carry multiple tasks in a fast-paced environment with strong attention to details.
· Outstanding communication and social skills.
We’d love if you had:
· Experience of portfolio construction disciplines, such as alpha conditioning, combination, risk modelling & management, transaction cost & market impact modelling and optimization.
· CFA, MBA, or Accounting qualification a significant plus.