About this opportunity
Job title:
- Sub-Portfolio Manager/Senior Quantitative Researcher (Systematic Equities).
Salary:
- Up to $400,000 starting base + industry-leading guaranteed bonus and package.
- TC of up to $MM+ USD in annual compensation.
Location:
- Chicago/New York/London/Amsterdam.
- Hybrid (3days).
Client:
- Globally leading quantitative proprietary trading firm founded in the late 2000s.
- Strong reputation in HFT and automated-market making coupled with MFT.
- Multidisciplinary team of highly accomplished scientific, academic and industry subject matter experts, including ACM-ICPC/Hackathon Winners, IOI/IMO/IPhO Medallists.
- Developing and deploying systematic strats across an array of asset classes including Equities, Futures, Options/Vol, and ETFs.
Role:
- Quantitative Researcher for Alpha Gen (Systematic Equities).
- Responsible for full lifecycle research from data curation/validation, feature engineering, model development and signal generation.
- Role is sitting in a Global Sys Equities team across the US, Europe and APAC.
Required skills:
- 1yr+ alpha signal generation experience from a competitor fund, market-maker or proprietary trading firm only.
- Advanced degree in a highly scientific, quantitative or computational discipline (examples include STEM and Machine Learning).
- Innovation in your field including strong publication records/best papers.
- Capable across topics in statistical modelling, algorithms, data structures, and/or ML.
- Working proficiency in one of the main OO programming languages: C++, Python.
- Extraordinary accomplishments in high school and university-level programming competitions including but not limited to: Olympiad Medallists, ACM-ICPC finalists and winners, and Industry-sponsored Hackathon finalists and winners.
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About the employer