Quantbot Technologies LP dba Quantbot Technologies in New York, NY is seeking Quantitative Researcher to apply advanced theoretical knowledge of computational finance, as well as experience determining financial risk and providing portfolio management, to build multi-asset risk models and portfolio construction rules to target specific levels of portfolio risk. Job responsibilities and duties include: Work closely with our core team in researching and enhancing the performance of trading signals using data analysis tools and machine learning algorithms; Build multi-asset risk models and portfolio construction rules to target specific levels of portfolio risk; Improve the slippage cost and Sharpe ratio by implementing custom execution algorithms at intra-day level; Review data cleaning results and quality-check cleaned data for further research; Test and implement multiple trading ideas; Review portfolio optimization results and apply the best objective function parameters on new strategies; Work with the data team helping them validate and evaluate new datasets that could potentially add value to our core researchers. This position does not supervise other personnel. Minimum Requirements:Master's degree in Finance, Statistics, Mathematics, Operations Research, Financial Engineering or any related field of study and six (6) months of experience in the job offered or in any related position(s) in which the required experience was gained. Qualified applicants must also have demonstrable proficiency, skill, experience, and knowledge with the following:1. Machine learning and deep learning.2. Statistical modeling using financial data.3. Python, C++, R, and SQL.4. Time series analysis.5. Analyzing financial metrics and forecasts of returns including: T-stat, Z score, significance tests, and Monte-Carlo simulations. No Travel, no WFH. Multiple Openings Additional Information: Job Site: 505 5th Avenue, 6th Floor, New York, NY 10017 Salary: $112,778 per year. Send Resumes To: hr@quantbot.com No calls. EOE. Must be legally authorized to work in the United States without sponsorship. #LI-DNI

Quantbot Technologies

Latest Jobs

Quantitative Researcher