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