Algo Capital Group
Senior Quantitative Researcher - Futures
Algo Capital Group, Chicago, IL, United States
Senior Quantitative Researcher -Futures Cross Asset, Equities, FX Intraday to Mid Frequency.
A renowned trading firm is looking to hire an alpha-generating Quantitative Researcher who has experience with signal generation, portfolio construction, and optimization within futures, intraday to mid-frequency. Responsible for end-to-end excluding execution and you will be running strategies with competitive market-leading infrastructure and quant support, with a culture dedicated to scalability.
About the role:
- Generating Alpha, Research, Portfolio Construction Optimization.
- Researching and developing new signals/ trade ideas
- Managing portfolio construction and risk
Expirence required
- Alpha generation within Futures with a track record of 3+ years.
- Sharp of 1.5+ -3
- A strong background in mathematics and statistics, with good knowledge of statistical models and signal generation.
- Proficiency in back-testing, simulation, and statistical techniques.