Selby Jennings
Location
Manhattan, KS | United States
Job description
A multi manager hedge fund is looking to bring on an experienced equity stat arb quant researcher to join their team. This individual should possess expertise across several areas including but not limited to; backtesting techniques, strategy implementation methods coupled with execution analytics skills that help drive performance.
Qualifications:
- A degree from a reputable institution with majors related to Mathematics, Statistics or Computer Science (or STEM related field)
- 3+ years of experience working within a quantitative / systematic trading environment
- Strong knowledge of backtesting methodologies and execution analytics
-Knowledge of TCA/Risk modelling and portfolio construction
-Prior experience with intraday and daily statistical arbitrage equity/futures strategies is preferred
Job tags
Salary
$250k