Statistical Arbitrage Quantitative Analyst recruitment
Objective:
Research and develop ways to improve our current core strategies and create new quantitative trading algorithms to complement and diversify the firm's main strategies. Maximize performance and competitiveness by utilizing quantitative methods and advanced technological tools.
Key Responsibilities:
- Develop methods to make existing systems more efficient, profitable and robust.
-Research and develop new trading strategies, ideally offering significant diversification to production strategies in terms of style, markets traded, time frame and frequency, to increase potential gains, reduce risk, and increase the firm's capacity. Follow robust procedures of development, reducing the difference between simulated vs. actual performance.
- Design advanced computer programs outside the traditional EasyLanguage framework to facilitate robust implementation of research as well as production versions of trading systems.
- Interact with other departments - technology, operations, trading, marketing, and accounting - to ensure current and proposed ideas are implemented, monitored and executed efficiently and accurately.
- Regularly present findings and ideas to management and investment committee.
-Complete other projects as requested by senior management.
Required Skills
Background in the asset management industry with extensive trading/strategy knowledge. Advanced programming experience in languages suited for quantitative design.
Required Experience
PhD in a quantitative field or MS degree with 5+ years related experience.