High Frequency Trading Quant Researcher (Equities)

Our client, a global prop trading firm, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by their unparalleled access to a wide range of publicly available data sources. They are growing and looking to hire an Equities Quant Analyst Role/Responsibilities: • Perform rigorous and innovative research to discover systematic anomalies in the equities market • End-to-end development, including alpha idea generation, data processing, strategy backtesting, optimization, and production implementation • Identify and evaluate new datasets for stock return prediction • Maintain and improve portfolio trading in a production environment • Contribute to the analysis framework for scalable research Requirements: • MS or PhD in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics • 3 years of work experience in systematic alpha research in cash equities, with exposures to statistical arbitrage or alternative data research • Fluency in data science practices, e.g., feature engineering. Experience with machine learning is a plus • Experience with signal blending and portfolio construction • Demonstrated proficiency in Python • Highly motivated, willing to take ownership of his/her work • Collaborative mindset with strong independent research abilities • Commitment to the highest ethical standards Thank you for illuminating hiring with Quanta Search www.quantasearch.com