- Collaborating with fellow researchers to gather data and analyze specific markets to identify trends and patterns.
- Utilizing collected data through statistical analysis and predictive trading models to create signals and bolster investment choices.
- Testing signals and transforming them into strategies, which will then be fine-tuned and executed.
- Conducting post-trade analysis to enhance strategy development and implementation.
- Competitive compensation package with guaranteed bonuses and potential signing perks.
- Substantial 401k contributions.
- Flat, collaborative organizational structure.
- Excellent healthcare coverage and comprehensive parental leave policy.
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PhD Quantitative Researcher - New York, United States - Anson McCade
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Description
My client represents a prestigious systematic Hedge Fund with an outstanding track record spanning three decades. This multi-billion dollar fund has been a trailblazer in the quantitative finance realm, deeply dedicated to research, data, and technology. The team currently seeking to grow is a thriving quantitative strategies desk situated in New York, comprising traders, researchers, and engineers.
The Role
Key responsibilities will consist of:
Desired
We are seeking exceptional Ph.D. graduates or postdoctoral researchers with backgrounds in computer science, mathematics, physics, or electrical engineering. Successful candidates in the past have excelled within their peer group and have participated in international Olympiads or similar competitions at a national level.
You should possess solid prior experience with Python; familiarity with C++ or Java would further strengthen your application.
The Perks
Additional Information
Opportunity for visa sponsorship.