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Lead Quantitative Researcher for Quant Strat group at a HF

Quanta Search, New York, New York, us, 10261

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Lead Quantitative Researcher for Quant Strat group at a HF

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Lead Quantitative Researcher for Quant Strat group at a HF

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Quanta Search Lead Quantitative Researcher for Quant Strat group at a HF

5 days ago Be among the first 25 applicants Join to apply for the

Lead Quantitative Researcher for Quant Strat group at a HF

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Quanta Search Get AI-powered advice on this job and more exclusive features. Our client, a leading HF, is seeking an experienced quantitative researcher with advanced data analytic and

statistical modeling expertise to join the Quantitative Strategies Group. QSG seeks to identify pricing

and volume dynamics in electronic markets. Insights gleaned about liquidity and market micro-behavior

are used to model the price discovery process. The role will be responsible for driving signal research and

development.

The ideal candidate will demonstrate an ability to conceptualize trading phenomenon,

Formulate Research Objectives, And Develop Tradeable Alphas

hypothesis data collection research & modeling definition evaluation c++ implementation

The candidate will demonstrate deep comprehension of statistical inference techniques, feature

specification, model fitting and evaluation, sim-live fidelity, machine learning, numerical methods, market

microstructure, and large-scale high-density data manipulation.

As a Quantitative Researcher You Will

Research Alpha Ideas with a view to enhancing predictive capability of new and existing models

Identify Concrete Research Objectives for advancing profitability of live trading strategies

Implement High-Speed Computational Code in a variety of programming languages

Develop and test data-centric theories aimed at understanding intraday liquidity dynamics

Build research tools and applications for processing and examining market and trading data

Drive Technical and Intellectual Innovation on all R&D initiatives the team undertakes

Requirements

Graduate degree in Applied Math, Statistics/ML, Physics, Computer Science, or similar

Proficiency in advanced data research & modeling using Python and/or R

Comfort in

C++

with experience interacting with large-scale production applications

Extensive knowledge and expertise designing

statistical inference models and predictive analytics

Extensive knowledge and experience with high-volume high-dimensional data modeling

Additional Skills/experience That Will Reflect Favorably

PhD in Applied Math, Statistics, ML, Computer Science/Engineering, Physics or similar

Deep insights into global financial exchange micro-structure and micro-behavior

Prior experience managing Equities and/or Futures Statistical Arbitrage or HFT strategies

Experience originating alpha/strategy development in an unprecedented environment or scale Seniority level

Seniority level Mid-Senior level Employment type

Employment type Full-time Job function

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