Lead Quantitative Researcher
C2R Ventures, New York, NY, United States
Our client, a global investment management firm, with more than 225bb in AUM is focused on pursuing outperformance for sophisticated clients via their Systematic, Discretionary and Solutions offerings, is seeking a Lead Quant Researcher to join their team.
Powered by talent and advanced technology, their single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across all major asset classes, with a significant focus on alternatives. The firm takes a partnership approach to working with clients, establishing deep connections and creating tailored solutions to meet their investment goals and those of the millions of retirees and savers they represent.
The Algo Research team is responsible for alpha research across a wide range of timescales (from high frequency up to ~48 hours), design of monetization/execution strategies and market impact modelling across all major asset classes (including Cash Equities, Futures, FX, options).
Purpose of the Role
To research, develop, and manage strategies which will improve global trading in financial markets utilizing high-frequency techniques.
Specific Responsibilities
High-frequency alpha research: design, implement, and deploy tick-data features and machine learning models targeting short horizons
Trading strategy management: write strategy logic, perform post-trade analysis, and manage production deployments of high-frequency execution algorithms
Global asset class coverage: lead the expansion of internal algorithmic execution to global equities, global futures, and other liquid electronic asset classes
Stakeholder management: communicate updates and plans regularly to research leadership, global trading and business management
Requirements and Key Competencies
5+ years of quantitative finance experience, ideally at a proprietary trading firm or hedge fund
2+ years of alpha research experience working with L3 tick data
2+ years of high frequency trading strategy or high frequency execution algo design or analysis experience
2+ years of experience working with US equities
Experience with Machine Learning techniques is a plus
Expertise in Python and Linux environments
Comfortable proficiency in C++, Java, or another low-level language
Able to write clear, concise, and informative technical and research reports
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Powered by talent and advanced technology, their single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across all major asset classes, with a significant focus on alternatives. The firm takes a partnership approach to working with clients, establishing deep connections and creating tailored solutions to meet their investment goals and those of the millions of retirees and savers they represent.
The Algo Research team is responsible for alpha research across a wide range of timescales (from high frequency up to ~48 hours), design of monetization/execution strategies and market impact modelling across all major asset classes (including Cash Equities, Futures, FX, options).
Purpose of the Role
To research, develop, and manage strategies which will improve global trading in financial markets utilizing high-frequency techniques.
Specific Responsibilities
High-frequency alpha research: design, implement, and deploy tick-data features and machine learning models targeting short horizons
Trading strategy management: write strategy logic, perform post-trade analysis, and manage production deployments of high-frequency execution algorithms
Global asset class coverage: lead the expansion of internal algorithmic execution to global equities, global futures, and other liquid electronic asset classes
Stakeholder management: communicate updates and plans regularly to research leadership, global trading and business management
Requirements and Key Competencies
5+ years of quantitative finance experience, ideally at a proprietary trading firm or hedge fund
2+ years of alpha research experience working with L3 tick data
2+ years of high frequency trading strategy or high frequency execution algo design or analysis experience
2+ years of experience working with US equities
Experience with Machine Learning techniques is a plus
Expertise in Python and Linux environments
Comfortable proficiency in C++, Java, or another low-level language
Able to write clear, concise, and informative technical and research reports
#J-18808-Ljbffr