Responsibilities:
- Research, develop and participate in all aspects of alpha modeling including data scouting, hypothesis generation, back-testing and production monitoring
- Work on the ongoing alpha research projects and help them to take in production
Skills (Essential):
- Experience working with Bonds, FX, Equity Indexes Equity Indexes (spot and/or futures), Commodities, Rates
- The ideal candidate will have at least 5 years experience and a deep working knowledge of the systematic trading space of mid to low frequency strategies.
- Masters or PhD in a quantitative field such as Physics, Applied Mathematics, Statistics or Computer Science
- Strong development experience in Python in a Linux environment
- Strong statistical skills, including linear/nonlinear forecasting, clustering, optimization techniques etc.
- Advanced knowledge of systematic strategy research (mid or low frequency, across any asset class); Experience using alternative data is considered a plus
- Highly motivated with a strong background in statistics and experience in modeling large amounts of data
Skills (Desirable):
- Knowledge of machine learning techniques and experience with open source, cloud based packages like tensor flow is a plus
