This is a fully remote position, open to applicants in New York.

• Leading and directing research projects under the supervision of a Portfolio Manager to enhance quantitative models based on statistical arbitrage.

• Creating sophisticated statistical and computational techniques to analyze extensive data sets.

• Working collaboratively with the Project Manager and other team members to enhance the current research framework.

• Adopting a proactive stance in problem-solving, showcasing a strong level of motivation and initiative in developing innovative trading strategies.

• Investigating new methodologies and approaches to remain at the cutting edge of quantitative finance.

• Keeping abreast of market trends, emerging technologies, and developments in quantitative finance.

• A Master's degree (US or Foreign Equivalent) in Financial Engineering or a related discipline.

• A minimum of two (2) years of experience in the offered position or a similar financial engineering role.

• At least two (2) years of experience with statistical arbitrage in cash equities.

• Proficiency in feature engineering techniques relevant to price predictions.

• Knowledge of quantitative finance concepts, statistics, and financial markets.

• Experience in mid-frequency alpha research.

• Ability to customize backtesting algorithms.

• Familiarity with machine learning predictive models.

• Competitive salary and performance-based bonuses.

• Comprehensive health and wellness benefits.

• Opportunities for professional development and career advancement.

• Flexible work hours and a supportive work environment.

Quantitative Researcher

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