Our client, a global prop trading firm, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by their unparalleled access to a wide range of publicly available data sources.
They are growing and looking to hire an Equities Quant Analyst

Role/Responsibilities:
•Perform rigorous and innovative research to discover systematic anomalies in the equities
market
•End-to-end development, including alpha idea generation, data processing, strategy backtesting,
optimization, and production implementation
•Identify and evaluate new datasets for stock return prediction
•Maintain and improve portfolio trading in a production environment
•Contribute to the analysis framework for scalable research
Requirements:
•MS or PhD in mathematics, statistics, machine learning, computer science, engineering,
quantitative finance, or economics
•3 years of work experience in systematic alpha research in cash equities, with exposures to
statistical arbitrage or alternative data research
•Fluency in data science practices, e.g., feature engineering. Experience with machine learning is
a plus
•Experience with signal blending and portfolio construction
•Demonstrated proficiency in Python
•Highly motivated, willing to take ownership of his/her work
•Collaborative mindset with strong independent research abilities
•Commitment to the highest ethical standards
Thank you for illuminating hiring with Quanta Search!

www.quantasearch.com