Description

A well-established, $13bbn Quantitative Hedge Fund in NYC is looking for an experienced Equity Quantitative Developer to join a front office, execution team. The incoming member will work alongside other technical members of the team, tackling both development and research tasks, with the overarching goal of improving PnL of the systematic equity trades across the fund.

The team requires someone with a strong technical background who can translate execution models into production level code, tweak pre-existing execution algos to improve their performance and analyze market date in order to derive short-term alphas. The ideal candidate for this seat will have:

• 3+ years experience as an Equity Quantitative Developer, Strategist or Researcher
• Strong product knowledge/understanding of how exchanges operate
• Impeccable Python coding skillset
• STEM degree (BS, MS or PhD)
• Desire to work in a collaborative setting