New York/Chicago – World Famous Automated Market Making Fund looking to hire Software Developers/Researchers – $300k+ recruitment

 An Established  Systematic Quant Hedge Fund opening new trading offices in both New York/Chicago are looking to hire an experienced equities statistical arbitrage quantitative researcher/Trader and software programmers (C++).

The firm has several billion £AUM and are looking for a statistical arbitrage researcher/trader with either live alpha generating strategies, or some experience of stat arb strategy research but maybe not having seen your own strategies go into production yet

The team are responsible for research and alpha generation using data mining, signal processing and machine learning techniques. They are also responsible for the analysis of financial time series data based on various time frequencies (mainly med-high). 

Generally, the quantitative research team are responsible for researching and implementing alpha generating, risk and trading models. This is a hands-on role where you will be responsible for creating and optimising new quantitative systematic portfolio models. You will also be tasked with creating a research agenda and back testing / researching high frequency alphas. This is an opportunity to work on unique projects with some of the industry’s brightest minds in a passionate, fast-paced and intellectually stimulating environment. The team is open to and actively encourages ideas.

Requirement:

Key Skills

If this sounds like an opportunity for you, please contact Umar Balal on +44 (0) 776 927 5537 to speak in complete confidence or alternatively email me for further info on u.balal@westbourne-partners.com