What are the responsibilities and job description for the Lead Quantitative Researcher for Quant Strat group at a HF position at Quanta Search?
Our client, a leading HF, is seeking an experienced quantitative researcher with advanced data analytic and
statistical modeling expertise to join the Quantitative Strategies Group. QSG seeks to identify pricing
and volume dynamics in electronic markets. Insights gleaned about liquidity and market micro-behavior
are used to model the price discovery process. The role will be responsible for driving signal research and
development.
The ideal candidate will demonstrate an ability to conceptualize trading phenomenon,
formulate research objectives, and develop tradeable alphas:
hypothesis data collection research & modeling definition evaluation c implementation
The candidate will demonstrate deep comprehension of statistical inference techniques, feature
specification, model fitting and evaluation, sim-live fidelity, machine learning, numerical methods, market
microstructure, and large-scale high-density data manipulation.
As a Quantitative Researcher you will:
Research Alpha Ideas with a view to enhancing predictive capability of new and existing models
Identify Concrete Research Objectives for advancing profitability of live trading strategies
Implement High-Speed Computational Code in a variety of programming languages
Develop and test data-centric theories aimed at understanding intraday liquidity dynamics
Build research tools and applications for processing and examining market and trading data
Drive Technical and Intellectual Innovation on all R&D initiatives the team undertakes
Requirements
Graduate degree in Applied Math, Statistics/ML, Physics, Computer Science, or similar
Proficiency in advanced data research & modeling using Python and/or R
Comfort in C with experience interacting with large-scale production applications
Extensive knowledge and expertise designing statistical inference models and predictive analytics
Extensive knowledge and experience with high-volume high-dimensional data modeling
Additional skills/experience that will reflect favorably
PhD in Applied Math, Statistics, ML, Computer Science/Engineering, Physics or similar
Deep insights into global financial exchange micro-structure and micro-behavior
Prior experience managing Equities and/or Futures Statistical Arbitrage or HFT strategies
Experience originating alpha/strategy development in an unprecedented environment or scale
statistical modeling expertise to join the Quantitative Strategies Group. QSG seeks to identify pricing
and volume dynamics in electronic markets. Insights gleaned about liquidity and market micro-behavior
are used to model the price discovery process. The role will be responsible for driving signal research and
development.
The ideal candidate will demonstrate an ability to conceptualize trading phenomenon,
formulate research objectives, and develop tradeable alphas:
hypothesis data collection research & modeling definition evaluation c implementation
The candidate will demonstrate deep comprehension of statistical inference techniques, feature
specification, model fitting and evaluation, sim-live fidelity, machine learning, numerical methods, market
microstructure, and large-scale high-density data manipulation.
As a Quantitative Researcher you will:
Research Alpha Ideas with a view to enhancing predictive capability of new and existing models
Identify Concrete Research Objectives for advancing profitability of live trading strategies
Implement High-Speed Computational Code in a variety of programming languages
Develop and test data-centric theories aimed at understanding intraday liquidity dynamics
Build research tools and applications for processing and examining market and trading data
Drive Technical and Intellectual Innovation on all R&D initiatives the team undertakes
Requirements
Graduate degree in Applied Math, Statistics/ML, Physics, Computer Science, or similar
Proficiency in advanced data research & modeling using Python and/or R
Comfort in C with experience interacting with large-scale production applications
Extensive knowledge and expertise designing statistical inference models and predictive analytics
Extensive knowledge and experience with high-volume high-dimensional data modeling
Additional skills/experience that will reflect favorably
PhD in Applied Math, Statistics, ML, Computer Science/Engineering, Physics or similar
Deep insights into global financial exchange micro-structure and micro-behavior
Prior experience managing Equities and/or Futures Statistical Arbitrage or HFT strategies
Experience originating alpha/strategy development in an unprecedented environment or scale