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    Quantitative Researcher for Systematic Strategies - New York, United States - Quanta Search

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    Description

    Our client is one of the world's premier investment firms. The 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 our unparalleled access to a wide range of publicly available data sources.
    Responsibilities:

    • Perform rigorous and innovative research to discover persistent systematic anomalies in futures markets with holding periods of intraday to a few days.
    • Help improve existing strategies and portfolio optimization.
    • Analyze tick-level data for execution enhancements.
    • Be a core contributor to growing the investment process and research infrastructure of the team.
    Requirements:
    • Strong quantitative education. Masters or PhD preferred.
    • 3+ years of work experience in systematic alpha research, portfolio construction and optimization in futures markets.
    • Experience developing short term alpha signals (intraday or a few days)
    • Commodities specific knowledge is a plus.
    • Experience managing and running risk.
    • Collaborative mindset with strong independent research abilities.
    • Previous experience with Java and Linux is a plus.
    • Commitment to the highest ethical standards.
    Thank you for illuminating hiring with Quanta Search



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