High Frequency Trading Quant Researcher (Equities)

Our client, a global prop trading firm, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by their unparalleled access to a wide range of publicly available data sources. They are growing and looking to hire an Equities Quant Analyst Role/Responsibilities: ? Perform rigorous and innovative research to discover systematic anomalies in the equities market ? End-to-end development, including alpha idea generation, data processing, strategy backtesting, optimization, and production implementation ? Identify and evaluate new datasets for stock return prediction ? Maintain and improve portfolio trading in a production environment ? Contribute to the analysis framework for scalable research Requirements: ? MS or PhD in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics ? 3 years of work experience in systematic alpha research in cash equities, with exposures to statistical arbitrage or alternative data research ? Fluency in data science practices, e.g., feature engineering. Experience with machine learning is a plus ? Experience with signal blending and portfolio construction ? Demonstrated proficiency in Python ? Highly motivated, willing to take ownership of his/her work ? Collaborative mindset with strong independent research abilities ? Commitment to the highest ethical standards Thank you for illuminating hiring with Quanta Search! www.quantasearch.com