Senior Systematic Equities Quant Researcher - Hedge Fund - $750k

Hiring a Senior Systematic Equities Quant Researcher with extensive buy-side experience and a proven track record in developing successful sub-minute trading strategies.

The ideal candidate will possess deep quantitative modeling skills, expertise in high-frequency trading algorithms, and a comprehensive understanding of the equities markets. In this role, you will be responsible for researching, developing, and implementing sophisticated trading models that operate within the sub-minute timeframe, aiming to maximize performance while effectively managing risk.

Key Responsibilities:

• Develop and implement advanced quantitative models for sub-minute equities trading, focusing on alpha generation and risk management.
• Conduct high-frequency data analysis to identify market inefficiencies and trading opportunities in the equities markets.
• Apply machine learning and statistical analysis techniques to enhance model prediction accuracy and strategy performance.
• Collaborate with the technology team to integrate models into the trading infrastructure, ensuring seamless execution and optimal performance.
• Perform rigorous backtesting and forward testing of trading strategies, analyzing results to continuously refine and improve strategy effectiveness.
• Keep abreast of market trends, regulatory changes, and technological advancements that may impact high-frequency trading strategies.
• Work closely with risk management to monitor strategy performance and adherence to risk parameters.

Required Qualifications:

• Advanced degree (Ph.D. preferred) in Quantitative Finance, Computer Science, Mathematics, Physics, or a related field.
• Minimum of 5 years of buy-side experience in quantitative research or trading, specifically in developing high-frequency trading strategies for equities.
• Strong expertise in quantitative modeling and algorithmic trading, with a focus on sub-minute time frames.
• Proficient in programming languages commonly used in quantitative finance (Python, C , R) and familiarity with database management systems.
• Demonstrated ability to analyze high-frequency financial data and apply machine learning/statistical modeling techniques.
• Excellent problem-solving abilities and attention to detail.
• Strong communication skills, with the ability to present complex quantitative concepts in a clear and concise manner.