Venture Search
Quant Researcher
Global Multi-Strat Hedge Fund
$200k - $250k + Bonus
Venture Search is working with a Global Multi-Strat Hedge Fund who are actively hiring for Quant Researchers to join their ranks. You would be joining an extremely talented team of researchers to support the PM of the pod running one of the largest equity books at the firm.
Preferred Location Any office location in the US and Europe.
Principal Responsibilities
Working alongside the PM on intraday alpha research, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and back testing for systematic equity strategies
Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
Collaborate with the PM in a transparent environment, engaging with the whole investment process
Preferred Technical Skills
Strong research and programming skills in Python are necessary
Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field from a top ranked university
Preferred Experience
Approx. 3-4 years of experience as a quantitative researcher/trader in systematic equities closing auction strategies
Approx. 3-4 years of market microstructure alpha research
Demonstrated ability to understand fundamental and event related data and experience with alternative data sources
Demonstrated ability to conduct independent research using large data sets
Highly Valued Relevant Experience
3-4 years within a Central Risk Book team at a bank
Strong economic intuition and critical thinking
Product experience in statistical arbitrage strategies, event-driven strategies or auction trading
Trading experience would be desirable but is not necessary
Target Start Date
As soon as possible
#J-18808-Ljbffr
$200k - $250k + Bonus
Venture Search is working with a Global Multi-Strat Hedge Fund who are actively hiring for Quant Researchers to join their ranks. You would be joining an extremely talented team of researchers to support the PM of the pod running one of the largest equity books at the firm.
Preferred Location Any office location in the US and Europe.
Principal Responsibilities
Working alongside the PM on intraday alpha research, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and back testing for systematic equity strategies
Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
Collaborate with the PM in a transparent environment, engaging with the whole investment process
Preferred Technical Skills
Strong research and programming skills in Python are necessary
Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field from a top ranked university
Preferred Experience
Approx. 3-4 years of experience as a quantitative researcher/trader in systematic equities closing auction strategies
Approx. 3-4 years of market microstructure alpha research
Demonstrated ability to understand fundamental and event related data and experience with alternative data sources
Demonstrated ability to conduct independent research using large data sets
Highly Valued Relevant Experience
3-4 years within a Central Risk Book team at a bank
Strong economic intuition and critical thinking
Product experience in statistical arbitrage strategies, event-driven strategies or auction trading
Trading experience would be desirable but is not necessary
Target Start Date
As soon as possible
#J-18808-Ljbffr