Experienced Quantitative Strategist

The role

You will support Portfolio Managers with alpha research, modelling, portfolio construction, optimization and implementation of quantitative trading strategies. You will also build and maintain the tools and systems used in quantitative research and portfolio management.

What you will do

• Support Portfolio Managers with alpha research, modelling, portfolio construction, optimization and implementation of quantitative trading strategies
• Build and maintain tools and systems used throughout the quantitative research and portfolio management processes

Required qualifications

• Quantitative research experience and knowledge of systematic strategies across global equities and/or ETFs, futures, currencies and options
• PhD or Masters degree from a top university, with a major in computer science, mathematics, statistics, physics, engineering, or quantitative finance
• 2-8 years' experience in quantitative research and/or quantitative development for systematic strategies
• Ability to program in Python and/or C++, with a strong background in data structures and algorithms
• Working knowledge of Linux
• Strong problem-solving abilities
• Strong moral integrity and work ethic

Benefits

• Fully paid medical and dental insurance for employees and dependents
• Flexible spending account
• 401k
• Fully paid parental leave
• Twenty vacation days, pro-rated by start date, accruing 1.67 days per month
• Three personal days
• Ten sick days
• Employee discounts for gym memberships, wellness activities and healthy snacks
• Casual dress code
• Learning and development courses, speakers and team-building off-site
• Employee resource groups

Before you apply

• Applies to US-based job postings: base pay range is shared for all US-based postings regardless of state

About the company

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. Its culture pairs academic sensibility with accountability for results.