Experienced Quantitative Strategist
Core
Develop and deploy systematic financial strategies across global markets by producing high-quality predictive signals (alphas) to exploit market inefficiencies.
Role type
Quantitative Strategist (Research & Implementation)
Builds
Systematic trading strategies and alpha models for global equities, ETFs, futures, currencies, and options
Domain
Quantitative Finance / Systematic Trading
Deliverable
production ML models | product features
Required skills
Quantitative research, systematic strategy design, portfolio construction, optimization, Python, C++, data structures, algorithms, Linux
Preferred skills
None stated
Technologies
Python, C++, Linux
Responsibilities
Support Portfolio Managers with alpha research, modelling, portfolio construction, optimization, and implementation of quantitative trading strategies; Build and maintain tools and systems used throughout the quantitative research and portfolio management processes
Seniority
Mid-Senior (2-8 years experience)