Statistical and machine learning modeling expertise
Ability to write code for large dataset analysis
The role involves applying rigorous math and statistical methods to create novel alpha-focused trading strategies across various liquid asset classes
Job Summary
The role involves applying rigorous math and statistical methods to create novel alpha-focused trading strategies across various liquid asset classes.
Candidates must be eager to dig deep into data details, assess quality, handle outliers, and perform feature engineering.
Success in this position requires balancing intellectual rigor with an open mind to collaborate fluidly with team members from different expertise areas.
Matching Summary
The role involves applying rigorous math and statistical methods to create novel alpha-focused trading strategies across various liquid asset classes.
Salary
Not specified; Not specified; Not specified
Skills & Requirements
Must-have
2-6 years quantitative research experience
Statistical and machine learning modeling expertise
Ability to write code for large dataset analysis
Nice-to-have
Experience with alternative data sets
Background in financial markets knowledge
Collaborative mindset and open communication
Willingness to learn new skills quickly
Key Requirements
2-6 years professional experience in quantitative research
Proficiency in Python preferred but not required
Experience working in buy-side or sell-side financial firms