Experienced Quantitative Strategist

The role

This role supports Portfolio Managers with quantitative research and builds the tools used in research and portfolio management. The work covers systematic strategies across global equities, ETFs, futures, currencies and options.

What you will do

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

Required qualifications

• Quantitative research experience and knowledge of systematic strategies across a broad variety of asset classes including global equities and/or ETFs, futures, currencies and options
• PhD or Master's 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

Benefits

• Fully paid medical and dental insurance for employees and dependents
• Flexible spending account
• 401k
• Full paid parental leave
• Generous PTO 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. It pairs academic sensibility with accountability for results.