Quantitative Researcher for Systematic Strategies (New York or Chicago)

Quantitative Researcher for Systematic Strategies (New York or Chicago)

Join to apply for the Quantitative Researcher for Systematic Strategies (New York or Chicago) role at Quanta Search

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.

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 :

We are an equal opportunities employer and welcome applications from all qualified candidates.

J-18808-Ljbffr