💼 About This Role

You'll drive research initiatives to enhance statistical arbitrage-based quantitative models and develop advanced computational methods for massive datasets. You'll collaborate with a Portfolio Manager and team to improve the research environment and explore innovative trading strategies.

🎯 What You'll Do

• Lead research initiatives to enhance statistical arbitrage models
• Develop advanced statistical and computational methods for large datasets
• Collaborate with team to improve research environment
• Explore new methodologies in quantitative finance

📋 Requirements

• Master's degree in Financial Engineering or related field
• 2 years of experience in financial engineering
• Experience with statistical arbitrage in cash equities
• Experience with machine learning predictive models

✨ Nice to Have

• Experience with feature engineering for price predictions
• Knowledge of mid-frequency alpha research
• Proficiency in customizing backtesting algorithms

📨 Hiring Process

Estimated timeline: 2-4 weeks · AI estimate

1. 1Recruiter screen· 30 min
2. 2Technical interview· 60 min
3. 3Offer· 1 week