We are spearheading the greenfield build-out of a Quant Research and Trading Team for a ~$6B AUM quantitative hedge fund focused on multi-asset systematic strategies. This team will be sitting in their Boston office focused on short term to medium frequency (intraday to weekly) strategies.
Responsibilities:
- Work with central risk book team focused on global equity trading operations
- Forecasting intraday stock returns by developing models using both internal and external factors
- Researching quantitative and behavioral finance literature
- Collaborate cross-functionally with other departments (strategy, development, and other quantitative researchers)
- Create detailed models which can be applied to trading in real time
Requirements
- 5+ years of experience in trading research with emphasis on execution
- Prior Quantitative Trading or Research experience working on Alpha Generation for intraday to weekly strategies
- Hands on programming experience with Python, R or similar language
- Familiarity with machine learning models and statistical packages such as PyTorch, TensorFlow, Scikit-learn, etc.
- Masters degree in Computer Science, Statistics, Mathematics, Operations Research, Engineering, Physics, or similar
- Role will be located in Boston and require in-person work with hybrid working flexibility
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