A well-established asset management firm in Boston is currently seeking a talented and dynamic Quantitative Researcher to join their growing Quantitative Strategies division. Reporting to the Head of Quantitative Strategies, this role focuses on conducting advanced research for systematic trading strategies, with a primary focus on the derivatives markets. The successful candidate will be responsible for analyzing both structured and unstructured data to uncover signals for alpha generation. This is an excellent opportunity to further develop a career in a stable and innovative environment while contributing to the growth of the team.
Requirements:
- 2-6 years of experience on a derivatives trading desk (futures, forwards, CDX, or swaps)
- PhD in a Quantitative Discipline (Physics, Mathematics, Engineering, or related field)
- Strong programming skills in Python
- Experience working with large data sets in a research-driven environment
Responsibilities:
- Apply statistical techniques to generate insights for alpha research in Futures, Forwards, CDX, and Swaps
- Conduct in-depth analysis of complex data sets, including text-based data, to identify potential signals for trading strategies
- Utilize machine learning techniques (e.g., deep learning, reinforcement learning, causal inference) to build models for signal generation
- Effectively communicate research findings and insights to both technical and non-technical stakeholders
For those interested in contributing to the growth of a multi-asset alpha signal generation team, please apply here!
