Quant Equities Researcher - Chicago / NY

Equities Quant Strategist - Chicago/ New York    

Who are you?

You are a capable researcher who loves applying advanced machine learning and statistical modelling to solve problems in Equities, whether it's market microstructure or portfolio monetization, you love a challenge. You can communicate in Python as fluently as your mother tongue and thrive when there is a difficult problem to solve.

Your career has stagnated a bit in your current team and it's time to push yourself out of your comfort zone. It's time to bring your detailed knowledge of the equities market into a new team where you can learn and grown whilst adding value with your own experience. We have that opportunity. 

Who is the client?

Established in 2019 and home to exceptional talent, our client is a quant investment hedge fund that has the best-in-class researchers building a world class operation. A company uncluttered by legacy ideas and platforms and filled with science and technology enthusiasts. 

The culture is relaxed and calm, they foster collaboration and have a genuine passion for innovation and learning. They’re small and nimble, every idea is heard, and they’re growing fast.  Why wouldn’t you want to be part of this.

What does the role involve?

You would be working within a team of 12 quant researchers, with research streams loosely based around fundamental equity factors and short terms technical / microstructure based factors.  You will be using your knowledge, gained probably within a HFT or intraday equities trading team to develop short term signals, improve monetization of existing signals and their execution. The research environment is Python and the universe at the moment is US equities however this year they are expanding to Europe and Asia.   

OK, sounds good, I have a few questions, how do I get in touch? 

You can book a quick call using the link below if you have any questions or alternatively you can send an email at s.grainger@gslsearch.com