Senior Quantitative Researcher
Core
Senior researcher developing systematic investment strategies, evaluating data sources, and producing return/risk forecasts to drive trading decisions for global equity portfolios.
Role type
Senior IC quantitative researcher (systematic investment)
Builds
Systematic investment models and portfolio construction decisions
Domain
Finance / Quantitative Equity & Currency Markets
Deliverable
production ML models
Required skills
systematic investment strategy development, alpha research idea generation, quantitative research (IC), research project management, novel data source evaluation, risk modeling, transaction cost modeling, portfolio construction, research implementation, statistical computing (Python/Stata/R/MATLAB), empirical asset pricing, econometrics, time-series analysis, linear algebra, calculus, optimization
Preferred skills
graduate degree in economics/finance/statistics
Technologies
Python, Stata, R, MATLAB
Responsibilities
Idea generation and management of high-impact projects, improving investment model specification and implementation, conducting research to improve portfolio construction decisions, evaluating novel data sources, implementing successful research ideas in production
Seniority
Senior, hands-on IC with management responsibilities