Quantitative Researcher, Equity Mid-Frequency
Core
Formulate mathematical and simulation models of investment strategies to enhance trading through computerized algorithms for an investment management firm.
Role type
Quantitative Researcher (Equity Mid-Frequency)
Builds
Automated trading models and applications for equity trading strategies
Domain
Financial services / Quantitative trading
Deliverable
production ML models
Required skills
Statistical modeling, Machine learning, Regression analysis, Python, KDB/Q, Shell, Data analysis, Risk management, Market structure knowledge, Statistical arbitrage
Preferred skills
Asset-class-specific experience, Excel/VBA
Technologies
Python, KDB/Q, Shell, Excel, VBA
Responsibilities
Formulate mathematical models for investment strategies, Implement and validate trading simulations, Build applications to automate data processing, Manage live trading automatons and monitor risk, Develop new quantitative strategies using statistical effects, Pilot research projects across teams
Seniority
Mid-level, hands-on IC