A growing mid-frequency market-neutral global systematic equities StatArb team is looking for a PM or Quantitative Researcher to do signal research, effective portfolio construction, efficient risk management and trade execution.

The role is:

• Conducting quantitative research and analysis relating to systematic equity trading, equity alpha generation, and portfolio construction
• Developing intraday trading strategies and equity trading execution
• Developing statistical arbitrage alphas and trading strategies

Qualifications:

• Advanced degree in highly quantitative field, including Mathematics, Statistics, Physics, Computer Science, Financial Engineering, etc.
• 3+ years work experience in alpha research and/or portfolio management
• Excellence in statistical modeling
• Strong programming skills, primarily Python
• Hardworking attitude and drive to achieve best results

Preferred Qualifications

• Experience in cash equities statistical arbitrage, equity futures, event arbitrage strategies,
• Knowledge of alternative data structures is a plus
• Experience with equity trading, flow data, algorithmic trading, execution, central risk book, and/or market microstructure
• Experience with intraday trading and transaction cost analysis
• Knowledge of Pandas, machine learning and NLP are appreciated