A sizable systematic focused hedge fund is expanding its quant R&D team and hiring for Quantitative Developer and Quantitative Analyst roles. The firm has a global presence, including offices in NY, CT, Boston, London and HK.

These roles sit close to the investment process, supporting and building systematic equity and futures trading strategies

(mostly mid-frequency)

Work at the intersection of research and production:

• Build and optimize research & trading infrastructure
• Implement systematic strategies into live systems
• Develop tools for backtesting, execution, and transaction cost modeling
• Partner with PMs and researchers on cash equities, futures, options, credit and macro desks

Focus on research and alpha development:

• Analyze large datasets to identify systematic trading opportunities
• Research index, benchmark, and event-driven effects
• Support portfolio construction and risk analysis
• Collaborate with developers to transition models into production

• Strong skills in Python (C++ a plus)
• Experience in systematic equities, options, futures or fixed income trading systems and analytics
• Understanding of market microstructure and data-driven research
• Background in a hedge fund, asset manager, or quant-driven environment

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