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.