About the Role
TEAM OVERVIEWOur client is a globally leading quant hedge fund, and a quantitative research and trading team with a strong track record in systematic equities. The founding members have approximately 70 years quantitative trading experience between them, with backgrounds from the senior ranks at top tier institutions. Having established the core infrastructure, trading processes and delivered performance, they are now looking to aggressively expand across multiple areas of the business. For the right individual they offer a highly rewarding front office role in a fast paced and collaborative environment, where each individual’s impact can be clearly seen.PRINCIPAL RESPONSIBILITIESWork alongside the Portfolio Manager on developing systematic trading strategiesPrimary focus on idea generation, data gathering and research/analysis, model implementation, and backtestingWork on state of the art machine learning techniques to extract alphas for statistical arbitrage strategiesREQUIRED TECHNICAL SKILLSDemonstrable experience in the latest ML techniques in a production settingStrong programming skills in any object-oriented language such as Python and C++Bachelors, Masters, or PhD in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field from a top ranked universityPREFERRED EXPERIENCE2-5 years of experience working in a quantitative research/trading capacity with a focus on mid-to-high frequency equities and/or futures strategiesExperience with signals that use non-linear machine learning models, such as SVMs, GBMs, or DNNs.Hands on experience with PyTorch, TensorFlow, or similar packages.HIGHLY VALUED RELEVANT EXPERIENCEPrior research in applying machine learning models on intraday securities return prediction.