Quantitative Researcher

iSphere.net, a top IT consulting company, is seeking an experienced Quantitative Researcher to join our client's systematic equity trading team. In this full-time, partially remote opportunity in NYC, you will leverage our client's existing research and trading infrastructure to develop innovative systematic trading strategies. The ideal candidate will have strong programming skills in Python and a passion for deep data analysis and creative alpha generation. As part of a small team reporting to the Portfolio Manager, you will be involved in all aspects of systematic trading, leading to tremendous growth opportunities. Job Description Experienced Quantitative Researcher to join one of our systematic equity trading teams. In this role, you will be able to leverage the team's existing research and trading infrastructure to develop innovative systematic trading strategies in their full cycles, from deep data analysis to idea generation and back testing, and ultimately strategy deployment. The ideal candidate will have strong programming skills and demonstrate a passion for diving deep into data analysis, allowing for creative alpha generation driven by both an in-depth understanding of the data and financial intuition. As part of a small team, the Quantitative Researcher will report directly to the Portfolio Manager and will be tasked with all aspects of systematic trading, leading to tremendous growth opportunities for the successful candidate. We place a high value on continuous learning and development and this role represents a unique opportunity to work alongside and learn from highly experienced team members. This is a unique opportunity to work at the forefront of systematic trading, where innovation and quantitative analysis intersect. We are passionate about implementing scientific and mathematical methods to explore and solve problems in the global financial markets. Qualifications · Familiar with alpha research methodologies in cash equities, developed and traded systematic equity strategies with proven track records. · A minimum of two years of alpha research experience in systematic equity trading, exceptional fresh graduate with advanced degrees in quantitative majors could be considered. · Very strong programming skills, preferably in Python. · Experience in building scalable time series data analysis infrastructure is a big plus. · Knowledge of portfolio construction and trade execution is highly desirable. · Ability to work independently with light guidance and effectively collaborate with other team members when needed. Important Notes · Relocation Pay · Bonus Compensation