Quantitative Researcher

 

Responsibilities

  • Alpha Discovery: Research, develop, and test innovative quantitative models aimed at discovering alpha-generating opportunities in various asset classes, including equities, fixed income, commodities, and derivatives.

  • Data Analysis and Signal Generation: Analyze large and complex financial datasets, apply statistical methods, and derive predictive signals and factors that can be incorporated into trading strategies.

  • Model Development and Backtesting: Design and implement statistical and machine learning models to test hypotheses, and rigorously backtest strategies using historical data to ensure robustness and profitability.

  • Performance Optimization: Continuously optimize existing trading strategies for better risk-adjusted returns, lower transaction costs, and improved execution.

  • Research and Innovation: Stay updated on the latest developments in quantitative finance, market structure, and academic research. Apply new techniques to enhance alpha-seeking models.

  • Collaboration: Work closely with portfolio managers, traders, and other researchers to refine models and strategies. Provide insights and analysis to guide decision-making.

  • Risk Management: Develop risk models to ensure strategies operate within the defined risk limits. Collaborate with the risk management team to evaluate and mitigate potential risks.

  • Algorithm Implementation: Translate research findings into efficient algorithms that can be deployed in live trading environments, ensuring minimal latency and high execution efficiency.