Equities Quantitative Trader

The Team: You will join a trading team responsible for managing systematic strategies across futures/equities/options. The team focuses on both latency sensitive and non-latency sensitive investment opportunities across geographies and holding periods. The team is responsible for the complete lifecycle of quantitative investment process, research, development, and trading of systematic strategies. The team strongly emphasizes cutting-edge innovative scientific research and is looking to add an individual who is enthusiastic about contributing within a team environment. Responsibilities: The main responsibility of the role will be to research, design and implement new quantitative trading strategies. This will entail generating alphas from a variety of traditional and alternative datasets using rigorous statistical methods. To be successful in this role, the ideal candidate will need to build a deep understanding of the underlying datasets and be able to apply the latest scientific algorithms for statistical model development. Qualifications: MS/PhD in a technical discipline with a focus on Financial Mathematics, Statistics, Artificial Intelligence or related fields 3+ years’ experience in quantitative investment research in High Frequency Trading and/or Equity/Futures/Options Markets is required Excellent written and verbal communication skills to report research results/methodologies required Research publications focused on trading, or articles in top-tier Journals focusing on any of the above topics is a plus Strong programming skills with the ability to explore large datasets required

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