Quantitative Strategist

Role Overview

We are seeking a skilled Quantitative Researcher to join our team at Trexquant Investment.

As a key member of the Alpha team, you will be responsible for developing market-neutral signals, parsing and analyzing large data sets, and collaborating with the Data and Strategy Research team to build a diverse set of predictive models.

Key Responsibilities

• Develop market-neutral, medium-frequency signals that predict future stock returns.
• Parse data sets to be used for future alpha development.
• Optimize the framework for creating, backtesting, and productionizing Alphas.
• Investigate and implement recent academic research in the field.
• Apply machine learning techniques to Alpha discovery and portfolio optimization.

Requirements

• A degree in a technical discipline such as computer science, mathematics, statistics, or physics.
• Experience applying statistical analysis on large data sets.
• Programming skills necessary to translate ideas into Python code.
• Knowledge of financial accounting is a plus.

What We Offer

• Competitive compensation package with a base salary of $120,000 per year, plus bonus tied to the performance of algorithms developed.
• Opportunity to work in a collaborative and friendly environment, participate in decision-making process for research direction, and have opportunity to lead on new ideas.
• Comprehensive benefits including healthcare and insurance.