Quantitative Researcher - ETFs and Passive Flows
Core
Develop systematic signals to generate alpha and increase capacity by exploiting inefficiencies in global ETF and index trading.
Role type
Senior quantitative researcher (ETF strategies)
Builds
Alpha models and systematic trading strategies
Domain
Financial markets / Quantitative investment / ETFs
Deliverable
production ML models
Required skills
quantitative research, statistics, applied mathematics, operations research, economics, computer science, physics, financial data analysis, market microstructure analysis, portfolio construction, hypothesis testing, statistical programming, data management, Linux
Preferred skills
PhD, large panel datasets experience, intra-day quote and trade execution data analysis, portfolio implementation research
Technologies
Python, Java, SQL, Spark
Responsibilities
Generate new alpha through quantitative signals reflecting ETF trading inefficiencies; gather, maintain, and analyze economic and financial data for global ETFs and indices; partner with modeling, portfolio management, platform, and trading teams to implement strategies; mentor junior researchers
Seniority
Senior, hands-on IC with mentorship responsibilities