Purpose of the role Develop and improve quantitative investment strategies in financial markets within the Strategic Alpha Research team (SAR). Support all strategies from alpha generation through to trade execution and implementation and work closely with other team members to create new and support existing strategies by identifying new investment ideas or innovative data sources. gathering and refining complex data for modeling. coding and per...
Purpose of the role Develop and improve quantitative investment strategies in financial markets within the Strategic Alpha Research team (SAR). Support all strategies from alpha generation through to trade execution and implementation and work closely with other team members to create new and support existing strategies by identifying new investment ideas or innovative data sources. gathering and refining complex data for modeling. coding and per...
Together we fight for everyone’s opportunity for a better financial future. We will do this together — with customers, partners and colleagues. We will fight for others, not against: We will stand up for and champion everyone’s access to opportunities. The status quo is not good enough … we believe every individual and every community deserves access to financial opportunities. We are determined to support both individuals and communities in reac...
Our client, a Global Hedge Fund is looking to grow there high performing Research team. The role involves Research, Development and Execution of Systematic Strategies. Responsibilities. Support Portfolio Management team. Implement, develop and evaluate quantitative trading models in the global equity markets. Continuous improvement of trading models and modelling techniques. Qualifications. 3 years quantitative hedge fund or proprietary trading e...
Team Overview. We are looking for Quantitative Researchers to join our Research group. We are a collaborative, data-driven, intellectually rigorous team responsible for coming up with investment ideas, codifying those ideas into signals, back-testing the signals, and producing return, risk and trading cost forecasts based on the signals to drive trading decisions. We maintain a friendly, team-oriented environment and place a high value on profess...
Portfolio optimization or Portfolio construction Quantitative Researcher. Must have solid academic training in numeric optimization theories , including linear, quadratic, mixed integer , conic optimizations etc. Have good understanding and experience in portfolio optimization theories and practices. Direct experience with optimization engines such as mosek , CVX, Axioma, etc would highly preferred. Employment Type: Full-Time
Join our dynamic team at Geneva Trading as a Quantitative Researcher, where. you'll. be at the forefront of shaping our trading strategies and driving our continued success. As a pivotal member of our team. you'll. engage in every. facet. of strategy implementation, from. initial. ideation to seamless integration into our operational framework. Responsibilities. . Innovating feature engineering processes to build a maintainable and scalable featu...
What You’ll Do. At Valkyrie, Quantitative Researchers are expected to apply their quantitative skill set to solve challenging problems in financial modeling and algorithm development. In this role, you will have an opportunity to work with traders and software developers in a highly collaborative environment to improve Valkyrie’s complex, ever-evolving algorithmic infrastructure. Specific responsibilities can range from building tools for traders...
As a Quantitative Researcher, your focus is on identifying trading opportunities, but you can add even more value with strong quantitative skills and some coding proficiency to accelerate the innovation process and help others leverage your work. . By working on a variety of projects with different collaborators over a six-month period, you’ll gain new knowledge and insight into the fundamentals of market dynamics, trading strategies, and our pro...
About the Role. You will play a key role in uncovering alpha opportunities across asset classes, leveraging your expertise in machine learning, optimization, and other innovative advanced data-driven techniques. This is a full time role based out of our Boston office. The candidate will be required to follow the firm’s rule on Work from Office (3 days). . About the Team. Loomis Sayles' Systematic Investing Strategies (SIS) team seeks a talented a...
About Us. Cognitive Capital, LLC is a proprietary trading firm that adds value to capital markets by providing liquidity through automated trading technology. Our quantitative researchers, portfolio managers, and software developers create and implement the algorithms and software used to execute the firm’s trading strategies. We foster an ethical, data-driven, and collaborative culture that focuses on building robust, scalable systems. About the...
Founded by. Jump Trading. alums. Monad Labs. is a tech startup using low-latency programming, compiler optimization, and multithreaded computing to build an ultra-high-performance smart contract platform. The work entails building an optimal stack-based VM that supports multithreaded computation, as well as developing and implementing an efficient Byzantine Fault Tolerant (BFT) algorithm enabling a network of nodes to come to consensus. We recent...
