Quantitative Researcher for Systematic Strategies (New York or Chicago)

Our client is one of the world's premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures, credit, and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

Role

Quantitative Researcher for a new team focused on systematic corporate bond and credit derivatives strategies.

Role / Responsibilities :

• Independently conduct quantitative research, adopting a rigorous approach and using statistical and structural models
• Contribute to all aspects of the research and production process, including implementation of fitting tools; data organization; generation of alphas, risk and TC models; P&L attribution, etc.
• Proactively search for and prioritize new ideas and datasets for alpha potential
• Contribute to continuous improvement of the investment process and infrastructure in collaboration with the portfolio managers, developers and traders on the team

Requirements :

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