| Job Position | Company | Posted | Location | Salary | Tags |
|---|---|---|---|---|---|
Algo Capital Group | New York, NY, United States | $150k - $200k | |||
X4 Technology | New York, NY, United States |
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GSR | London, United Kingdom |
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Anonym | Palo Alto, CA, United States |
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| Learn job-ready web3 skills on your schedule with 1-on-1 support & get a job, or your money back. | | by Metana Bootcamp Info | |||
Drift Protocol | Remote | $45k - $100k | |||
OKX | Hong Kong, Hong Kong | $25k - $60k | |||
Wintermute | London, United Kingdom |
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Crypto.com | United States | $45k - $75k | |||
XBTO | Miami, FL, United States | $91k - $96k | |||
Mirana | Singapore, Singapore | $40k - $56k | |||
VegaX Holdings | New York, NY, United States | $0k | |||
Marshall Wace | London, United Kingdom | $35k - $70k | |||
GSR | New York, NY, United States | $70k - $100k | |||
GSR | London, United Kingdom | $42k - $87k | |||
GSR | New York, NY, United States | $42k - $87k |
This job is closed
Quantitative Researcher, International Equities/ ETFs
The International Equities & ETF trading team of a multi-billion global hedge fund seeks to bring a Quantitative Researcher to join a growing, tech-driven trading team. This is a newly created role to build out the International Equities & ETF trading desk at this top-performing firm in systematic trading.
The successful candidate will work with Portfolio Managers and Quantitative Traders in this trading team to design signals, research, generate alpha, design algorithmic trading strategies, backtesting, and work collaboratively with an elite top-performing trading team.
Role responsibilities:
- Research, develop, backtest, and implement algorithmic trading strategies for International Equities & ETFs
- Generate new alpha through quantitative, event-driven signals related to crypto trading
- Backtesting/Programming skills in Python
- Identify new trading opportunities by using statistical methods and analysing large data sets
- Contribute to improving a state-of-the-art quantitative pipeline that allows for fast strategy test iteration and insight generation
Candidate requirements:
- Experience in alpha research and development related to any asset class
- STEM background, advanced degree preferred
- Proficient in Python/ C++
- Experience of systematic trading strategies and techniques
- Knowledge and experience working with trade execution algorithms
- International Equity or ETF research/ trading experience preferred
Please apply or feel free to email Daniel Tuppen: [email protected]
Follow Algo Capital Group for updates: https://www.linkedin.com/company/algocapitalgroup
What does a Quantitative Researcher do?
A Quantitative Researcher is a professional who conducts research in the field of finance, economics, or related fields using quantitative methods such as statistical analysis and mathematical modeling
They typically work in the financial industry, including investment banks, hedge funds, and asset management firms
The job of a Quantitative Researcher can vary depending on the employer and industry, but generally, they use quantitative techniques to analyze financial data and develop models that can be used to make investment decisions
A Quantitative Researcher in Web3 is a professional who conducts research using quantitative methods in the context of decentralized finance (DeFi) and other Web3 applications
They work to understand the behavior of decentralized systems and develop models that can be used to optimize investment strategies
Some specific tasks that a Quantitative Researcher may be responsible for include:
- Developing models for decentralized finance: Quantitative Researchers in Web3 may develop mathematical models and algorithms that can be used to analyze decentralized financial systems, such as decentralized exchanges (DEXs), lending protocols, and prediction markets. These models may be used to assess risk, predict market behavior, and optimize investment strategies.
- Conducting on-chain data analysis: Quantitative Researchers in Web3 analyze on-chain data from decentralized platforms to understand user behavior and network activity. They may use statistical techniques such as regression analysis and machine learning to analyze this data and identify patterns that can be used to inform investment strategies.
- Writing research reports: Quantitative Researchers in Web3 write reports summarizing their research findings and recommendations for investment strategies. These reports may be used by traders, portfolio managers, and other decision-makers within the organization.
- Collaborating with other teams: Quantitative Researchers in Web3 may work closely with other teams within the organization, such as developers, quants, and traders, to develop and implement investment strategies that leverage their research insights.