Our client is a proven systematic equity hedge fund. They are comprised of award-winning quantitative scientists and mathematicians who have successfully combined quantitative & statistical techniques to generate alpha.
Job Function
- Enhance & management quantitative trading models
- Contribute to the design & enhancement of the Fund's current proprietary data & data platform
- Support the Fund's ETL processes including managing & working with third-party vendors
- Refine & support the Fund's reporting & performance analytics
Job Requirements
- MS/PhD in Computer Science, Engineering, Statistics, or related discipline from a top university
- Strong knowledge of financial equity data, a plus with experience in Bloomberg, Thomson Reuters, Compustat, and CapIQ data
- Broad knowledge of database concepts with proficiency in SQL and stored procedures, preferably with Microsoft SQL Server
- 5+ years of solid coding experience in Python, Julia, C++, C#
- Experience in processing large and complex datasets
- An advanced knowledge of math and statistics
- Authorized to work in the US
- Ability to be in-office full-time
Disclosure: The hourly rates and/or salaries listed may or may not reflect total compensation packages including bonus and fringe benefits, etc., nor are the advertisement(s) posted a guarantee of a certain compensation package for a position or bona fide offer of employment. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, or protected veteran status and will not be discriminated against on the basis of disability.
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