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Quantitative Futures Strategist

  • Job type: Permanent
  • Location: New York
  • Salary: Negotiable
  • Job reference: 228761/031_1552429995
  • Sector: Selby Jennings, Quantitative Research
  • Date posted: 12/03/2019

A ~$1bbn systematic hedge fund in New York is looking to add a senior quantitative strategist to their dynamic research team. The firm currently focuses on intraday equities, but they are now looking to expand into the futures market. This person should ideally have experience researching and developing short to medium term futures trading strategies and have deep understanding of market microstructure. Experience in optimization and researching best execution methods is also a huge plus.

Founded by a former partner of a top tier hedge fund, this fund has been around since 2009 and is fully quantitative in their investment approach. The research team is flat-structured, highly collaborative, and due to recent success, has a mandate to hire new members with uncorrelated alpha or expertise. This new member would have a profound impact on the firm's futures strategy.


Responsibilities
:

  • Help drive and deliver on the team's growing research agenda.

  • Alpha idea generation, backtesting and implementation

  • Improvement of existing strategies and portfolio optimization

  • Analyze and develop innovative algo trading strategies using object oriented programming languages

  • Researching various types of markets and their microstructures to come up with best execution strategies

Requirements:

  • 3-5+ years of experience working in quantitative futures research

  • Proficiency in C++ or Python

  • Advanced degree in a computational field (Math, Statistics, Quantitative Finance, Engineering, Physics, etc)

  • Good communication and interpersonal skills

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