Verition Fund Management LLC
Equity Quantitative Researcher/Developer New York, New York, United States
Verition Fund Management LLC, New York, New York, us, 10261
Equity Quantitative Researcher/Developer
New York, New York, United States Verition Fund Management LLC (Verition) is a multi-strategy, multi-manager hedge fund founded in 2008. Verition focuses on global investment strategies including Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading. A portfolio manager is seeking a Quantitative Researcher/Developer to support both research and development efforts for equity systematic strategies. Responsibilities
Short-term alpha signal research with tick-level data Help build and maintain research framework and data pipeline Help the portfolio manager cover trading Qualifications
1+ year of experience in a related position, ideally at a hedge fund/prop shop A bachelors or above degree in STEM with good knowledge of quantitative methods Strong programming skills. Proficient in Python (for both development and data analysis). Experience with C++ and/or KDB/q highly preferred Experience with short-term US equity strategies highly valued Prior experience with tick level data and knowledge of market microstructure preferred Experience in machine learning preferred Experience with distributed computing and cloud services a plus Salary:
$150,000 - $200,000 USD #J-18808-Ljbffr
New York, New York, United States Verition Fund Management LLC (Verition) is a multi-strategy, multi-manager hedge fund founded in 2008. Verition focuses on global investment strategies including Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading. A portfolio manager is seeking a Quantitative Researcher/Developer to support both research and development efforts for equity systematic strategies. Responsibilities
Short-term alpha signal research with tick-level data Help build and maintain research framework and data pipeline Help the portfolio manager cover trading Qualifications
1+ year of experience in a related position, ideally at a hedge fund/prop shop A bachelors or above degree in STEM with good knowledge of quantitative methods Strong programming skills. Proficient in Python (for both development and data analysis). Experience with C++ and/or KDB/q highly preferred Experience with short-term US equity strategies highly valued Prior experience with tick level data and knowledge of market microstructure preferred Experience in machine learning preferred Experience with distributed computing and cloud services a plus Salary:
$150,000 - $200,000 USD #J-18808-Ljbffr