Title: Senior Quantitative Researcher
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:
- Team focus on global quantitative equities, systematic volatility, and macro strategies
- Alpha generation for short term to medium frequency signals, Intraday to weekly holding periods (tick data available for non-latency sensitive taking strategies)
- Working with larger team to create and optimize existing infrastructure and trade tools
- Building trading algorithms and computer models
- Analyzing and extracting large data sets
Requirements:
- 5+ years of experience developing alpha and researching quant trading strategies
- 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
