We are seeking a talented Quantitative Researcher to join a leading quant fund's mid-frequency equity desk. The ideal candidate will leverage quantitative methodologies to develop and enhance trading strategies, contributing to the fund's performance and risk management.

Job duties

• Develop and implement quantitative models for mid-frequency trading strategies in equity markets.
• Conduct data analysis to identify market inefficiencies and opportunities.
• Collaborate with other researchers to refine existing models and strategies.
• Backtest strategies, monitor performance metrics, and implement proven signals.
• Stay updated on market trends, data sources, and technological advancements.

Requirements

• Master’s or PhD in a quantitative field (e.g., Mathematics, Statistics, Computer Science, Finance).
• Proven experience in quantitative research, ideally within a hedge fund.
• Proficiency in programming languages such as Python, R, or C++.
• Strong knowledge of equity market dynamics and equity portfolio construction.
• Strong analytical skills with experience in statistical modeling and machine learning techniques.
• Excellent communication skills and the ability to work collaboratively in a team-oriented environment.

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