Quantitative Trader

Responsibilities:

Building algorithmic models

Conducting alpha research on different systematic equity strategies

Partnering with team members to build and improve trade infrastructure and tools for trading

Analyzing large amounts of historical data from a variety sources

Designing and testing new predictive signals, data sets, or trading strategies

Building machine learning systems used to predict patterns in various aspects of portfolios

Requirements

Proficiency in Python and/or R (Python preferred)

Experience applying machine learning models to trade signal production/optimization

At least 3 years experience in a Quant Research position at a hedge fund or algorithmic trading firm

Master's degree in Computer Science, Statistics, Mathematics, or Engineering (preferred)

Experience working with large amounts of data across various data sets

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