Quantitative Researcher
Core
Develop and test quantitative investment models to inform investment decisions, identify opportunities, and support risk management across asset classes.
Role type
Quantitative Researcher (Systematic Investing)
Builds
Quantitative investment models, systematic equity strategies, and risk analytics
Domain
Financial Markets / Quantitative Research
Deliverable
production ML models
Required skills
Mathematics, Probability, Statistics, Linear Algebra, Optimization, Python, Data Analysis, Statistical Inference, Regression, Time-series Analysis
Preferred skills
C/C++, Econometrics, Machine Learning, Derivatives, Options Pricing, Portfolio Optimization
Technologies
Python, C/C++, Statistical Libraries, Version Control
Responsibilities
Build, test, and validate quantitative investment models; Support development of systematic equity strategies; Assist in research on derivatives-based strategies; Acquire, clean, process, and analyze financial and alternative datasets; Build and run back-tests with realistic constraints; Prepare portfolio and risk analytics; Support quantitative due diligence on external fund managers; Present findings and model limitations to the investment team.