Quantitative Researcher

About the Role

You will help us develop alpha through systematic trading strategies. You will work closely with experienced researchers, traders, and a technology team with deep domain expertise. You will employ a rigorous scientific approach to develop sophisticated investment models and deliver insights into how markets behave. You will apply quantitative techniques, like machine learning, to a vast and innovative array of datasets. You will create and test complex investment ideas and develop algorithms that lead to trading decisions. You will analyze investment model performance and behavior, aiming for constant improvements. You will work closely with our team of experienced developers to translate investment models into production code.

Requirements

• Educational background in technical field, preferably Mathematics, Statistics, Physics or Theoretical Computer Science
• Solid experience in model building, backtesting, parameter optimization routines, execution engine design and performance tracking
• Strong analytical skills; experience working with, and analyzing, large datasets
• Strong mathematical and statistical modeling skills (e.g. time-series)
• Ability to think independently, creatively approach data analysis, and communicate complex ideas clearly
• Basic knowledge of the digital asset space is beneficial, but not required
• Intermediate programming background in Python and C++
• Fluent English speaker
• Ability to travel periodically between our offices in NYC, London and Zug, Switzerland

Responsibilities

• Employ a rigorous scientific approach to develop sophisticated investment models and deliver insights into how markets behave
• Apply quantitative techniques, like machine learning, to a vast and innovative array of datasets
• Create and test complex investment ideas and develop algorithms that lead to trading decisions
• Analyze investment model performance and behavior, aiming for constant improvements
• Work closely with our team of experienced developers to translate investment models into production code

Benefits

• Discretionary bonus
• Health plan
• Dental plan

Skills