Our client, a $24bn global hedge fund, is looking for a talented Quantitative Researcher to work alongside one of its leading systematic PMs with a strong track record.
This is an exciting opportunity to be a part of a small, collaborative team as the principal architect of a new quant trading system!
What you'll be working on:
- Conducting independent research on systematic macro alpha strategies, from idea generation to execution.
- Identifying and onboarding new datasets and traded markets.
- Contributing to the back-testing framework.
Essential requirements
- 2-5 years of experience in a systematic trading team (buyside or sellside)
- Direct experience with systematic strategies, mid-to-high-frequency (preferably in macro asset classes)
- Good knowledge of alternative datasets and vendors
- Strong coding skills in Python and its libraries.
- Minimum bachelor's in: Engineering, Maths, Physics, Finance, Economics, Statistics or ML.
Highly desirable:
- Experience building your own models (and trading them)
- Experience with intraday data
- Experience modeling futures/forwards curves and cross-market relationships
- Experience with pricing OTC derivatives such as interest rate swaps and credit default swaps
To register your interest in this position, please apply below or reach out directly to: jamie@paragonalpha.com
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