Senior Quantitative Researcher recruitment
The firm offers a variety of quantitatively based investment strategies to institutional clients including its flagship investment strategy which has a 19-year track record characterized by consistent risk adjusted returns. The firm rewards achievement and commitment and its culture is informal and collegial.
The hiring group, Inter Market Strategies Group, has been successfully authoring and trading relative value strategies in the futures markets for several years. These efforts lead to the creation of Rotella Texo, a trading program which has a 4+ year track record and has investments from the firm’s prop book as well as large institutional investors.
Role:
This is a senior level role, and will report directly to the Portfolio Manager in charge of the inter market strategies group. Primary responsibility will be contributing to research concepts and trading ideas in the relative value trading area. The projects will be focused on evolving the current program as well as adding new dimensions to the group’s offerings.
Requirements:
• Masters or PHD in Mathematics, Physics, Statistics, or Econometrics
• 3+ years relevant work experience in a systematic trading firm.
• Advanced knowledge of FX and Futures markets.
• Extensive knowledge of methods for evaluating/back-testing trading strategies.
• A deep understanding of risk and approaches to risk control.
• Background in statistical arbitrage modeling/spread trading/ pairs trading desirable.
• Programming skills in C++, C#, Delphi, Matlab, or R.
• Proven experience with data analysis and modeling methods such as ARCH, co-integration, ARIMA, PCA, Markov models, etc.
• Excellent verbal and written presentation skills
Compensation:
Negotiable (Depends on experience.)
Resumes to:
Please send your resume and a cover letter addressing the above requirements to HR@rotellacapital.com