Job Description
We are working on behalf of a top performing trading firm, who are looking for a Senior Quantitative Researcher to partner with the Senior Portfolio Manager to create alpha from various data sources for the systematic trading of global multi-asset class strategies.
Location
Berkeley, CA (open to US-based candidates)
Principal Responsibilities
- Work alongside the Senior Portfolio Manager on building prediction and portfolio optimisation pipelines:
- Understand the potential prediction power from the data source and identify alphas
- Develop state-of-the-art ML algorithms for prediction and optimisation
- Performing various statistical analysis to ensure the robustness
- Mentor and guide junior team members
- Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets
- Aid in developing and extending the team’s proprietary research platform
- Collaborate with the PM and the trading group in a transparent environment, engaging with the whole investment process
- Stay current on state-of-the-art technologies and tools including technical libraries, computing environments and academic research
Preferred Technical Skills
- Strongly skilled in Python and R (Pandas, NumPy, TensorFlow, PyTorch, etc.)
- Ph.D. degree in Computer Science, Mathematics, Statistics, or related STEM field from top ranked University
- Demonstrated knowledge of quantitative finance, mathematical modelling, statistical analysis, regression, and probability theory
- Excellent communication, problem-solving, and analytical skills, with the ability to quickly understand and apply complex concepts
- Experience and success working with large and diverse data sets
Preferred Experience
- 4+ years of experience working in a systematic trading environment
- 4+ years of hands-on experience working with multiple vendor data sets and, in particular, manipulating data (assessing, cleaning, creating features, etc.)
- Established alpha research pipeline with production grade output
- Strong experience in evaluating alphas with statistical methods
- Experience collaborating effectively with cross-functional teams, multitasking and adapting in a fast-paced environment
Highly Valued Relevant Experience
- Experience working with big data sets
- Experience working in an autonomous, fast-paced environment
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