A fully quantitative multi-billion-dollar hedge fund is looking for a stat arb quantitative researcher to join their team in NY. They are looking for candidates with experience handling traditional/alternative data and alpha research within equities. Additionally, this person will be creating and improving proprietary research models and strategies. You will have the opportunity to work closely with the hedge fund's founder, and collaborative/prestigious quant research team. An incredible opportunity to join a firm that utilizes top tier performance research and development to manage systematic investment strategies. Join the build out and become one of the founding member of the NY office.
Qualifications:
- Undergrad, Masters, or PhD degree in a quantitative discipline
- Proficient in programming languages such as, Python, C++, Java, R
- 1 - 5 years of experience as a quantitative researcher with equity stat arb background
- Experience in leveraging alternative and/or traditional data
- Excellent problem solving, and collaborative skills
- Experience developing machine-learning models
Benefits:
- Work to solve data intensive and business critical problems
- Opportunity to join a culture that is fostering growth and innovation
- Immediate involvement in an exciting research agenda
- Excellent mentorship opportunities from some of the industry's most accomplished
