Experienced Quantitative Strategist

The Role:

• We are seeking candidates with quantitative research experience and intimate knowledge of systematic strategies across a broad variety of asset classes including global equities and/or ETFs futures currencies and options

Job Responsibilities (include but not limited to the following)

• Support Portfolio Managers with alpha research modelling portfolio construction optimization and implementation of quantitative trading strategies
• Build and maintain tools and systems used throughout the quantitative research and portfolio management processes

• PhD or Masters degree from a top university with a major in computer science mathematics statistics physics engineering or quantitative finance discipline
• 28 years experience in quantitative research and/or quantitative development for systematic strategies
• Demonstrated ability to program in Python and/or C with a strong background in data structures and algorithms
• Working knowledge of Linux
• Strong problemsolving abilities
• Strong moral integrity and work ethic

• Core Benefits: Fully paid medical and dental insurance for employees and dependents flexible spending account 401k full paid parental leave generous PTO (paid time off) with unlimited sick days
• Perks: Employee discounts for gym memberships wellness activities etc. healthy snacks casual dress code
• Training: learning and development courses speakers teambuilding offsite
• Employee resource groups

WorldQuant is a total compensation organization where you will be eligible for a base salary discretionary performance bonus and benefits. The estimated salary range for this position is $150000 to $200000 which is specific to New York and may change in the future. When finalizing an offer we will take into consideration an individuals experience level and the qualifications they bring to the role to formulate a competitive total compensation package.

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