Verition Group LLC
Equity Quantitative Researcher/Developer
Verition Group LLC - New York, New York, United States, 10001
Work at Verition Group LLC
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Overview
Equity Quantitative Researcher/Developer
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 bachelor's 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 Range $150,000 - $200,000 USD
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 bachelor's 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 Range $150,000 - $200,000 USD