PhD Quantitative Researcher

My client is a world-renowned systematic Hedge Fund boasting an exceptional track record that spans over the last 30 years.

As a multi-billion dollar fund, they have long been recognized as pioneers in the quantitative finance space, wholly committed to research, data, and technology. The team looking to expand is a successful quantitative strategies desk based in New York composed of traders, researchers, and engineers.

The Role

Key responsibilities will include

Collaborating with other researchers to collect data and analyze targeted markets in search of trends and patterns.

Leveraging extracted data using statistical analysis and predictive trading models to generate signals and support investment decisions.

Backtesting signals and developing them into strategies, which you will then optimize and execute.

Carrying out post-trade analysis to improve strategy design and execution.

Wanted

Outstanding Ph.D. graduates or postdoctoral researchers experienced across the fields of computer science, maths, physics, or electrical engineering.

Past successful candidates have ranked highly amongst their cohort and have been involved in international Olympiads or similar national competitions.

You should have strong prior experience with Python, also having C++ or Java will strengthen your candidacy.

The Benefits

Lucrative compensation package including guaranteed bonus and potential for sign-ons.

Generous 401k contribution.

Flat collaborative structure.

Top healthcare plan and comprehensive maternity/paternity policy.

Other

Visa sponsorship is available