We are working with a ~$3bn Multi-Strat Hedge Fund to fill a Quantitative Researcher role in their NYC office. This role will be working under a Senior Macro PM to implement existing systematic (intraday to weekly) strategies as part of a joint ventured desk covering Equity Futures and other event driven trades.
Responsibilities:
- Researching, developing, and implementing existing strategies and models focused on US Equity Futures (intraday to weekly holding periods)
- Rebuilding and developing Quant models and framework around existing ideas at firm
- Implementing and researching event driven trading strategies
- Collaborating with a Senior PM and other Quant Researchers and developer on the larger team
- Working hands on with Python, etc.
Requirements
- 4-6 years' experience as a Quantitative Researcher within the systematic trading space with a focus in US Equity Futures and event driven trades
- 4-6 years' experience working on a collaborative trading team in a hedge fund or similar environment
- Ability to work in a NYC office working alongside Senior PM and economics team (hybrid schedule available)
- Master's or PhD in Mathematics, Statistics, Computer Science, Physics, or Similar (A degree in Economics or work as an economist also preferred)
- Advanced Proficient using Python in a hands-on research environment (experience with AI or Machine Learning a plus)
