Quantitative Researcher (Trading Strategies)


Job Details

Position Summary:

The Quantitative Researcher is responsible for identifying and developing alpha-generating

trading strategies using quantitative methods. This role will involve extensive

data analysis, statistical modeling, algorithmic trading, and collaboration with the Chief

Investment Officer and other researchers.


Responsibilities:

Alpha Research:

o Formulate and prioritize potential investment ideas based on market

anomalies, fundamental analysis, and alternative data sources.

o Research and analyze relevant academic literature, industry reports, and

market data to refine research hypotheses.

o Develop and implement quantitative models using statistical tools and

machine learning techniques to extract alpha.

o Back-test and validate trading strategies across various market conditions

and historical periods.


Model Development and Optimization:

o Design and build trading algorithms and signal generation methodologies

based on model outputs.

o Optimize trading strategies for performance, risk management, and

transaction costs.

o Conduct stress testing and scenario analysis to assess model robustness

under different market conditions.

o Automate model execution and data integration into the trading platform.


Collaboration and Communication:

o Present research findings, trading strategies, and performance analysis to

the Chief Investment Officer and senior researchers.

o Discuss and refine investment ideas with colleagues, incorporating

feedback into research and development.

o Stay up-to-date on the latest quantitative research and industry trends

through continuous learning and participation in conferences/seminars.

o Document research methodologies, model specifications, and trading

algorithms for future reference and audit purposes.


Qualifications:

 Master's degree or Ph.D. in Mathematics, Statistics, Physics, Computer Science,

Finance, or a related quantitative field.

 Strong track record in quantitative research, statistical modeling, and data

analysis.

 Proven experience in developing and back-testing trading strategies using

quantitative methods.

 Proficiency in programming languages commonly used in quantitative finance

(e.g., Python, R, C++).

 Excellent communication, presentation, and collaboration skills.

 Ability to work independently and as part of a team in a fast-paced environment.

 Strong understanding of financial markets, instruments, and trading practices.


Additional Desired Skills:

 Experience with machine learning, artificial intelligence, and natural language

processing techniques.

 Knowledge of alternative data sources and their application in quantitative

research.

 Strong mathematical and statistical foundation, including probability theory, time

series analysis, and risk management techniques.





 Nebula Research & Development LLC - Global StatArb

 08/01/2024

 New York,NY