Job Search Assistant
Systematic Equities Quant Researcher
Anson McCade • Manhattan, NY • Posted 2 days ago
Boost your interview chances in seconds
Tailored resume, cover letter, and cheat sheet
In-person • Full-time • Senior Level
Job Highlights
Using AI ⚡ to summarize the original job post
The Systematic Equities Quant Researcher at Anson McCade will work alongside the Portfolio Manager to develop trading strategies, focusing on idea generation, data gathering and research/analysis, model implementation, and backtesting for systematic equity strategies. This role involves combining financial insights and statistical learning techniques to explore, analyze, and harness a variety of datasets to build predictive models for the investment process. The researcher will also collaborate with the PM in a transparent environment, engaging with the entire investment process and providing tools and data to the trading team to help manage risk.
Responsibilities
- Working alongside the PM on developing trading strategies, with a primary focus on idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies
- Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
- Collaborate with the PM in a transparent environment, engaging with the whole investment process
- Provide tools and data needed to trading team to help manage risk
Qualifications
Required
- Demonstrated ability to conduct independent research using large data sets
- Conduct original quantitative alpha signal research
- Strong research and programming skills. Working knowledge of Python and/or C++
- Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field
Preferred
- Strong economic intuition and critical thinking
- Product experience in statistical arbitrage strategies, event-driven strategies or auctions trading
- Trading experience
Full Job Description
Principal Responsibilities:
- Working alongside the PM on developing trading strategies, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies
- Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
- Collaborate with the PM in a transparent environment, engaging with the whole investment process
- Provide tools and data needed to trading team to help manage risk
Main Responsibilities:
- Demonstrated ability to conduct independent research using large data sets
- Conduct original quantitative alpha signal research
- Candidates with quantitative development experience will be considered as well, provided they also have relevant research experience
- Strong research and programming skills. Working knowledge of Python and/or C++.
- Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field
Preferable Requirements:
- Strong economic intuition and critical thinking
- Product experience in statistical arbitrage strategies, event-driven strategies or auctions trading
- Trading experience would be desirable but is not necessary
Search for other jobs like this one:
Search for popular related roles:
Search nearby locations hiring for this role: