Qualifications
ResponsibilitiesDesign, implement, and enhance various machine learning models for predicting liquid assets, utilizing a broad spectrum of financial data and an extensive library of trading signals. Analyze large datasets to extract actionable alpha signals and develop robust strategies for systematic trading. Explore and incorporate state-of-the-art academic research within quantitative finance. Drive innovation by continuously refining existing models through the integration of new data sources and advanced methodologies to enhance performance and scalability. Work closely with a team of seasoned quantitative researchers to execute experiments, backtest hypotheses, and enhance strategies through thorough simulations and data analysis. RequirementsBS, MS, or PhD in any STEM field.2+ years of experience in a systematic trading environment. A strong passion for machine learning. Proficiency in programming languages, particularly Python. Exceptional problem-solving skills. Ability to collaborate effectively as part of a team while also thriving independently.
About the job
At Trexquant, a cutting-edge systematic hedge fund, we leverage a multitude of statistical algorithms to navigate global equity, futures, and other markets. Our approach harnesses extensive datasets to create comprehensive feature sets, utilizing advanced machine learning techniques to unearth trading signals and integrate them into market-neutral portfolios. We are actively seeking talented individuals from diverse backgrounds, including data science, physics, engineering, economics, and programming, to pioneer the next wave of machine learning strategies that adeptly forecast the movements of liquid financial assets.
As a Quantitative Researcher, you will engage in the development of market-neutral signals, meticulously parse and analyze large datasets, and collaborate with the Data and Strategy Research team to construct a variety of predictive models. While we welcome expertise across all asset classes, our immediate focus lies on equities, futures, commodities, and event-driven research.
About Trexquant
Trexquant is at the forefront of systematic trading, employing advanced statistical algorithms to optimize trading across global markets. Our innovative approach relies on data-driven insights and cutting-edge technology to create a dynamic and adaptive trading environment.
