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Systematic Quant Trading seat with award winning Asset Manager
June 5, 2018
In this firm, Quantitative Researchers are highly creative problem solvers within who develop and test our next-generation automated trading strategies using sophisticated statistical techniques in equity statistical arbitrage, volatility arbitrage and cryptocurrencies. A successful candidate will work extremely closely with the Boston investment team and will be involved in all aspects of the investment process. The successful candidate will be extremely versatile, productive, creative and be excited to learn and evolve quickly.
Assist in developing and improving trading algorithms and models
Work closely with investment team to monitor and implement our strategies
Build tools to improve our trading and research infrastructure
Provide high-level technical and investment analytic support to the team
Work closely with the team to improve our models and translate ideas into code
Highly analytical, creative and capable of quickly and enthusiastically tackling new projects
Bachelor's degree, or equivalent experience, preferably in Statistics, Computer Science, Mathematics, Engineering, or a related field
Demonstrated ability to complete high-level, investment-related research
Experience applying advanced statistical techniques to solving highly complex problems
Prior experience in a quantitative role within finance preferred
Experience working with and analyzing large datasets
Proficiency in coding, especially using statistical programming languages (e.g. R, Matlab) to analyze data
Prior experience with quantitative portfolio construction in equities or equity options a plus
Please contact Rachelle Biernacka-Moore at firstname.lastname@example.org to be considered for this seat or to discuss further.