We are committed to develop people and reward contributions.
What you will do
- Develop and improve on model-driven trading strategies for global equities and other asset classes.
- Evaluate data sources and innovate methodologies to predict the market.
- Work closely with portfolio managers to analyze and interpret the trading strategies performance.
What we look for
- Intellectual curiosity and integrity
- Solid mathematical and statistical knowledge
- Proficiency in one or more programming languages (Python or R preferred)
- An independent and result-driven individual who can approach real-world problems creatively
- Bachelor's, Master's or PhD degree in Engineering, Computer Science, Mathematics, Statistics, or equivalent experience
- Experience with in-depth analysis of real-world large-scale datasets is a plus
- Records of academic or technical achievements: international Olympiad medals, Kaggle contests winners, national scholarships, etc. is a plus
Note: although market knowledge or experience is preferred, background in finance is not a requirement.
What we believe in
- Simplicity and transparency is preferred to complexity and obscurity
- Testing and documentation is an integral part of the development cycle
- Good technology is an essential element in the success of a quantitative hedge fund
- To find and realize unconventional alpha, both creativity and attention to details are required.
What we offer
- Competitive salary and performance-based bonuses
- Medical, dental and disability insurance, and flexible healthcare and commuter spending accounts
- Premium snacks and beverages
- Weekly onsite Yoga classes
Please send resume to: firstname.lastname@example.org