Quantitative Researcher

Rishabh RPO

  • New York City, NY
  • Permanent
  • Full-time
  • 6 days ago
  • Apply easily
Title: Quantitative Researcher - Short-Term Alpha Models
Job Type: Full-time Permanent
Location: New York, NYThe Challenge:
Our client, Global Market Maker, is currently growing and looking for a Short-Term Alpha Models Quantitative Researcher. In this role, the successful candidate will work on projects across ETFs, single stocks, and futures.Responsibilities:
  • Research and develop alpha models for ETFs, single stocks, and futures, with a primary focus on forecasting horizons of less than 30 minutes.
  • Improve and build out components of an alpha generation framework (e.g., signal library, fitters, reporting, backtesting, etc.).
Qualifications:
  • Advanced degree (PhD preferred) in a quantitative field (e.g., statistics, applied mathematics, physics, etc.).
  • 3+ years of relevant experience in conceptualizing and implementing order book signals, and fitting short-term cross-instrument alpha models (ETF experience a plus).
  • Proficiency in C++, Python, and Linux-based computing environments.
  • Strong communication skills, intuition, self-motivation, and intellectual curiosity.

Rishabh RPO