Quant Researcher - C++ / Python- Global Hedge Fund
Core
Develop quantitative investment models, build unique insights into datasets, and engineer robust systems for systematic trading strategies.
Role type
Quantitative Researcher (Systematic Trading)
Builds
Quantitative investment models and robust trading systems
Domain
Hedge Funds / Systematic Trading
Deliverable
production ML models
Required skills
Advanced mathematics, statistical analysis, C++, Python, data engineering, scientific modeling
Preferred skills
Financial industry experience, portfolio management collaboration
Technologies
C++, Python
Responsibilities
Develop quantitative investment models, engineer robust systems for trading strategies, apply scientific methods to improve research and trading pipelines, analyze large empirical datasets
Seniority
Mid-Senior, hands-on IC