In this role you will drive research-driven forecasting and model development for a growing quant hedge fund. You will conduct strategy research, backtest models, and collaborate with the development team to translate research into live strategies. The environment prizes deep analytical thinking and fast decision-making in a calm, open culture. You’ll work on cutting-edge data analysis and machine learning in a high-science setting at a Cambridge-based firm.
Responsibilities
Conduct standalone and collaborative strategy research
Backtest and validate quantitative models
Collaborate with developers to implement models
Engage in latency-sensitive research and optimization
Pursue machine learning research in a trading context
Key requirements
PhD in Maths, Stats or Computer Science
Strong understanding of statistics and time series
Experience with relational and non-relational databases (ORM optional)
Proficiency in at least one of R, Matlab, Python, C++
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