The analyst will research and develop short-term systematic trading models to complement and diversify the firm’s main strategies.
Quantitative Research Analyst
in Financial Services PermanentJob Detail
Job Description
Summary:
Our client is seeking a Quantitative Research Analyst with a specialization in short-term trading to join our Quantitative Strategies team. The analyst will research and develop short-term systematic trading models to complement and diversify the firm's main strategies. The analyst will also maximize performance and competitiveness by utilizing advanced methods in quantitative analysis, risk management and portfolio optimization.
Responsibilities:
- Research and develop short-term systematic models with holding periods from a few days up to 2 weeks that trade futures and FX markets
- Research and develop portfolio construction and optimization methods for short-term trading to maximize performance while controlling risk, drawdowns, and trading cost
- Follow robust research and development procedures to reduce differences between simulated and actual performance
- Work collaboratively in a research team environment, using common development tools to facilitate robust implementation of research as well as production versions of trading systems
- Interact with other departments – technology, operations, trading, marketing, and accounting – to ensure current and proposed ideas are implemented, monitored, and executed efficiently and accurately
- Regularly present findings and ideas to management and investment committee
- Complete other projects as requested by senior management
Requirements:
- MS or PhD in a quantitative field such as science, engineering, or finance
- 2-5 years experience in short-term systematic futures and/or FX trading
- Ability to demonstrate solid knowledge of the nuances of short-term trading
- Prior experience researching alpha signals over intraday market data as well as the execution of the generated trading signals
- Ability to implement systematic trading models for short-term trading
- Strong programming skills in MATLAB and/or Python
Required skills
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