Palo Alto, CA30+ days ago
Your expertise will help select and solve challenging problems in systematic and quantitative strategies — including statistical arbitrage, factor investing, market microstructure modeling, high-frequency / execution algorithms, risk premia harvesting, machine learning-based alpha generation, and portfolio optimization under realistic constraints. BASIC QUALIFICATIONS: Master's or PhD in a strongly quantitative field: Quantitative Finance, Financial Engineering, Financial Mathematics, Statistics, Applied Mathematics, Computer Science (with finance focus), Physics, Operations Research, Econometrics, or closely related discipline or equivalent professional experience as a quantitative researcher / systematic trader.