Experienced Quantitative Strategist

The role

Support Portfolio Managers with alpha research, modelling, portfolio construction, optimization and implementation of quantitative trading strategies. 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

• 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
• Demonstrated ability to program in Python and/or C++
• Strong background in data structures and algorithms
• Working knowledge of Linux
• Strong problem-solving abilities
• Strong moral integrity and work ethic
• Intimate knowledge of systematic strategies across asset classes including global equities and/or ETFs, futures, currencies and options

Benefits

• Fully paid medical and dental insurance for employees and dependents
• Flexible spending account
• 401k
• Full paid parental leave
• Generous PTO (paid time off) with unlimited sick days
• Employee discounts for gym memberships and wellness activities
• Healthy snacks
• Casual dress code
• Learning and development courses
• Speakers
• Team-building off-site
• Employee resource groups

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.