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.

Systematic Equities Quant Researcher

The Fundamental Equities Quant Researcher at Anson McCade sits at the intersection of fundamental investment approach and quantitative precision, working alongside quantitative researchers and technologists to optimize various aspects of the investment, risk management, portfolio construction, and trade execution lifecycle. This role involves direct collaboration with stakeholders to make crucial decisions impacting returns, conducting research and statistical analyses, leveraging proprietary tools, and automating discretionary strategies within the relevant equity markets.

Fundamental Equities Quant Researcher

A multi-strategy hedge fund is seeking an experienced Equities Quantitative Researcher to join their team in New York. The role involves supporting fundamental equity long/short portfolio managers with portfolio construction, optimization, factor modelling, tool building, statistical analysis, and ad-hoc quantitative research projects. The ideal candidate will have a strong quantitative equities background and excellent communication and stakeholder management skills.

Equity Quantitative Researcher - Hedge Fund - New York

Equity Quantitative Researcher

A top-tier multi-manager hedge fund is seeking an experienced Macro Quantitative Researcher with a focus on futures trading strategies. The successful candidate will join a high-caliber team to develop and implement quantitative strategies, aiming to generate alpha through proprietary signal research. This role involves conducting research and developing alpha-generating strategies for macro futures markets, backtesting and implementing models, monitoring and optimizing strategies for risk-adjusted performance, and collaborating with portfolio managers and traders to enhance strategy performance.

Macro/Futures Quantitatve Researcher

Macro/Futures Quantitative Researcher

A Leading Multi-Billion Dollar Investment Management Firm in Manhattan is seeking a full-time, permanent Commodities Quantitative Investment Research Analyst. The role involves supporting tasks related to creating new research and maintaining existing research, with a focus on commodities. The position requires working on-site at least 3 days per week and offers the opportunity to work closely with Portfolio Managers and Investment Research Managers on research and trading strategies.

Commodities Quantitative Research Analyst

Commodities Quantitative Investment Research Analyst

The Systematic Quantitative Researcher at Anson McCade will use the firm's automated trading framework to research and apply strategies, applying progressive statistical approaches to analyze data and ascertain opportunities for trading. This role involves building a strong understanding of market structures across various exchanges and asset classes, preparing for the market beforehand, and monitoring strategy behavior and performance during market hours.

Systematic Quantitative Researcher

A leading quantitative research platform is seeking a skilled Senior Equity Statistical Arbitrage Quantitative Researcher to join their dynamic trading team. The successful candidate will be responsible for research and development of orthogonal alpha signals and trading strategies, and work closely with tech and engineering to ensure optimal implementation. As a senior member of the team, you will be expected to conduct independent research and drive research topics.

Lead Equity Stat-Arb Quantitative Researcher | NYC

Lead Equity Stat-Arb Quantitative Researcher

As a Quant Futures Researcher at Eka Finance, you will be involved in long-term and intraday trading research, focusing on futures trading in various markets. This role includes generating research ideas, implementing strategies, and monitoring performance and risk management. You will join a small, dynamic team and have the opportunity to be involved in all stages of the research process.

Quant Futures Researcher - Stat Arb Desk / New York

Quant Futures Researcher

We are seeking experienced Quantitative Researchers, Developers, Traders, and Portfolio Managers with expertise in corporate bonds to participate in a new and exciting buildout. The role involves working directly with Traders, Portfolio Managers, and trading desks, and requires strong programming skills in Python and C++, as well as a Master's or PhD in a technical field. The ideal candidate should have a strong understanding of investment grade and/or high yield corporate bonds, with experience in bond pricing, liquidity, transaction cost analysis, large scale data analysis, and machine learning.

Sr. Quantitative Researcher - Corporate Bonds

Senior Quantitative Researcher - Corporate Bonds

A Leading Multi-Billion Dollar Investment Advisory Firm in Manhattan is seeking a full-time Senior Quantitative Portfolio Analyst for their Portfolio Analytics Group. The role involves owning investment and risk management-related firm-level analytics, developing and maintaining the analytics platform, and managing priorities, deadlines, and structuring analysis. The ideal candidate will have a strong ownership mentality, exceptional communication skills, analytical problem-solving expertise, and a deep understanding of investment theory.

Senior Quantitative Portfolio Analyst

A leading Investment Bank in New York is seeking a Systematic Equity Quantitative Researcher to join their systematic equity trading group. The role involves using complex scientific/mathematical methods to spearhead cutting-edge research and predict investment returns in large sets of rapidly changing financial data. The researcher will develop and maintain signals, quantitative models, data analytics, and software tools for the electronic equity trading business.

Systematic Equity Quantitative Researcher

A Tier 1 Global Investment Bank is seeking an experienced quantitative trader to join their principal trading team, focusing on HFT equity products and strategies. The role involves market making, risk management, and collaboration with quantitative and development teams to optimize trading strategies.

Quantitative Trader | Principal Trading Team

Quantitative Trader

Anson McCade is seeking a Quantitative Trader to expand their options trading business by developing, implementing, and managing options trading strategies. This role involves researching, implementing, and executing strategies, monitoring performance, analyzing market patterns, and building and maintaining trading systems. The position offers a significant opportunity for candidates with experience in options market making/position taking or intraday/mid frequency trading to lead their own desk and receive a formulative payout with guaranteed first-year compensation.

Our client is a global alternative investment fund manager combining relative value and directional trading across global macro asset classes to generate uncorrelated returns. The team is responsible for the development and maintenance of pricing models, trading tools, risk management tools, and relative value opportunity identification tools, as well as being the first line of support for derivatives pricing and risk tools. They are seeking a highly capable and experienced Equities quant with strong mathematical and programming skills.

Equities D1 Quant - Top Buy Side Fund

Equities D1 Quant

A stealth mode proprietary trading firm is seeking an experienced Quantitative Researcher to help build, scale, and lead a scalable high frequency futures trading business. This role involves researching, developing, and deploying high frequency futures strategies, with a focus on signal generation to execution and market microstructure analysis/TCA. The position offers industry-leading compensation packages as part of a new, greenfield expansion effort.

Sr. Quant Researcher – High Frequency Futures

Senior Quantitative Researcher – High Frequency Futures

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Systematic Equities Quant Researcher Jobs in Pearl River, NY Hiring Now