Job description
Quantitative Researcher, Multi-Asset
Job Description
We are seeking a senior quantitative researcher to partner with the Senior Portfolio Manager to create alpha from various data sources for the systematic trading of global multi-asset class strategies.
Location
Berkeley, CA (open to US based candidates)
Principal Responsibilities
- Work alongside the Senior Portfolio Manager on building prediction and portfolio optimization pipelines.
- Understand the potential prediction power from data sources and identify alphas.
- Develop state-of-the-art ML algorithms for prediction and optimization.
- Perform various statistical analyses to ensure robustness.
- Mentor and guide junior team members.
- Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets.
- Aid in developing and extending the team’s proprietary research platform.
- Collaborate with the PM and the trading group in a transparent environment, engaging with the whole investment process.
- Stay current on state-of-the-art technologies and tools including technical libraries, computing environments, and academic research.
Preferred Technical Skills
- Strongly skilled in Python and R (Pandas, NumPy, TensorFlow, PyTorch, etc.).
- Ph.D. degree in Computer Science, Mathematics, Statistics, or related STEM field from a top-ranked university.
- Demonstrated knowledge of quantitative finance, mathematical modeling, statistical analysis, regression, and probability theory.
- Excellent communication, problem-solving, and analytical skills, with the ability to quickly understand and apply complex concepts.
- Experience and success working with large and diverse data sets.
Preferred Experience
- 4+ years of experience working in a systematic trading environment.
- 4+ years of hands-on experience working with multiple vendor data sets and, in particular, manipulating data (assessing, cleaning, creating features, etc.).
- Established alpha research pipeline with production-grade output.
- Strong experience in evaluating alphas with statistical methods.
- Experience collaborating effectively with cross-functional teams, multitasking, and adapting in a fast-paced environment.
Highly Valued Relevant Experience
- Experience working with big data sets.
- Experience working in an autonomous, fast-paced environment.
Target Start Date
April 1 (open to 12-month NCA for strong candidates).