We are seeking quantitative researchers to join our effort in developing mid-frequency systematic trading strategies. Candidates will apply rigorous statistical methods on a wide range of datasets and implement trading models based on novel predictions of market behavior

Skills
3+ years of prior work experience in stat-arb required
Degree in a quantitative or technical discipline (e.g. statistics, computer science, physics, mathematics, economics)
Exceptional academic credentials
Demonstrated ability to conduct research using large noisy real-world datasets
Exceptional attention to detail and desire to understand issues deeply
Outstanding work ethic and ability to thrive in a fast-paced environment
Strong numerical programming skills, including proficiency in Python for data analysis and machine learning. Experience with C++ a plus

Successful candidates will be part of a growing effort and have the opportunity to contribute to all aspects of strategy development, including alpha generation, portfolio construction/optimization and trade execution algorithms. Researchers are responsible for not only prototyping and conducting research into various strategy components, but also writing code to productionalize their ideas; thus, interest and experience in programming are essential.