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Successful candidates will be part of a growing effort and have the opportunity to contribute to all aspects of strategy development, including alpha generation, portfolio construction/optimization and trade execution algorithms. Researchers are responsible for not only prototyping and conducting research into various strategy components, but also writing code to productionalize their ideas; thus, interest and experience in programming are essential. Candidates will work closely with other researchers to develop new ideas and refine existing trading models. Candidates will apply rigorous statistical methods on a wide range of datasets and implement trading models based on novel predictions of market behaviour.
PhD Degree in a quantitative or technical discipline (e.g. statistics, computer science, physics, mathematics, economics) Exceptional academic credentials Demonstrated ability to conduct research using large noisy real-world datasets Exceptional attention to detail and desire to understand issues deeply Strong numerical programming skills, including proficiency in Python for data analysis and machine learning. Experience with C++ a plus Prior work experience in stat-arb preferred