Join a well-known hedge fund as a senior quantitative researcher, partnering with the Senior Portfolio Manager to generate alpha from diverse data sources for systematic trading across global multi-asset class strategies.
Responsibilities:
- Collaborate with the Senior Portfolio Manager on prediction and portfolio optimization.
- Develop machine learning algorithms for robust predictions.
- Mentor junior team members and support the proprietary research platform.
- Engage across the investment process in a collaborative environment.
Qualifications:
- Strong skills in Python and R (e.g., Pandas, NumPy, TensorFlow).
- Ph.D. in Computer Science, Mathematics, Statistics, or related STEM field.
- 4+ years in a systematic trading environment with experience in data manipulation and alpha research.
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