Quant Researcher

The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

Role/Responsibilities:
• Independently conduct quantitative finance research with a focus on statistical and predictive models
• Manage all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring
• Evaluate new datasets for alpha potential
• Implement models in C++ and Python
• Monitor the daily trading process
• Enhance and improve the trading system

Requirements:
• PhD in finance, computer science, mathematics, physics, engineering, or other quantitative discipline.
• 0-3 years of experience in a quantitative research role.
• Strong programing skills in C++ and Python.
• Strong analytical and quantitative skills.
• Demonstrated ability to conduct independent research utilizing large data sets.
• Detail-oriented.
• Willing to take ownership of his/her work, working both independently and within a small team.

DF603

careers@hrg.net

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