Quantitative Researcher, Systematic
Brevan Howard US Investment Management, LP is seeking a quantitative researcher, systematic in New York, NY to be responsible for consolidating, storing, and manipulating various data sources. Run optimizations that help with portfolio construction and risk minimization. Create and maintain backtest and simulation environments. Develop data monitoring tools and data storage infrastructure. Research, develop and participate in all aspects of alpha modeling including data scouting, hypothesis generation, back-testing and production monitoring. Recommend and implement strategies within the firm's trading framework. Run performance attribution and suggest enhancements to trading strategies. Contribute to the team's research direction by driving new initiatives. Troubleshoot and resolve any system-wide issues. Must have a master's degree, or foreign equivalent, in finance, financial engineering, mathematics, or related field. Must have 2 years of post-baccalaureate experience as a quantitative analyst, or closely related finance role. The 2 years of experience must include experience with: developing and implementing systematic equity trading models, equity at an investment bank or hedge fund, equity risk models, equity market structure, and index methodologies, execution algos, stock loan, and backtesting frameworks, statistical and optimization concepts, including risk minimization and var, programming in python and sql, experience with global equity tick data and familiarity with kdb. Salary: $200,000/yr. To apply, email resume. Minimum salary: $200,000. Maximum salary: $200,000. Salary unit: yearly.