Quantitative Money Manager

Quantbot Technologies LP in New York, NY is an investment adviser registered with the SEC that manages a global portfolio using quantitative strategies. We are seeking a Quantitative Money Manager to research and develop quantitative financial products
used to inform management regarding investing and managing risk with focus on models covering Equities and Futures instruments asset classes. Individual will apply advanced theoretical knowledge of Applied Mathematics principles and concepts, as well as experience with mathematical models and technologies, to perform the duties of the position.

Job Location:

369 Lexington Avenue, 9th Floor, New York, NY 10017

Headquarter Location:

369 Lexington Avenue, 9th Floor, New York, NY 10017

Job duties and Responsibilities:

  • Utilize comprehensive knowledge of mathematical models and technologies, and financial and computer skills to enhance Futures and Equities based investment strategies.

  • Leverage market knowledge regarding operations of Futures exchanges, Futures strategies, and Futures data to initiate Futures specific research and model development.

  • Develop Futures specific models and enhance historical Futures database to conduct research.

  • Leverage knowledge future roll, implied vs. outright trading, complex delivery of exchange data, and historical futures data to reconcile and perform quality control of historical tick data.

  • Utilize knowledge of Futures microstructure, historical data, and live data to normalize multiple years of futures tick data to feed research processes.

  • Analyze high frequency Futures trading, conducting deep dives into data.

  • Analyze low-latency trading strategy functionality, analyze tick data, and study participants trading and reacting to data.

  • Utilize C++, Python, Data Mining techniques, Machine Learning Principles, Statistics, Financial Markets knowledge, Linux, high performance computing, trading strategies, market data, and large datasets to process data, build quantitative frameworks, and develop financial models.

  • Utilize mathematical models to track market behavior of equity and Futures products to evaluate future profit potentials and risk margins.

  • Produce and implement sophisticated analyses and quantitative trading forecasts, perform validation and testing of critical forecast-generating applications, and reformulate applications using C++ and Object Orientation design methods.

  • Validate, debug, and improve tools and techniques to ensure quality of firm microstructure data and improve and resolve related data issues.

  • Build strategies and attribute PnL of those alphas when deployed in production based on fully automatic systematic trading.

  • This position has no direct reports and does not supervise any other employees.

Minimum Requirements:

  • Master’s degree or higher in Statistics, Mathematics (or Applied Mathematics), Computational Mathematics, Finance, Financial Engineering, Economics, or any related field of study, plus at least three (3) years of experience in the job offered or in any related position(s).

  • Qualified candidates must also have demonstrable knowledge, experience, skill and proficiency with the following:

    • Statistical modeling using financial data

    • Bloomberg terminal or similar

    • Demonstrating experience utilizing Python notebooks and scripting to perform data analysis.

    • Demonstrated experience analyzing financial metrics and forecasting of returns including: T-stat, Z-score, significance tests and Monte-Carlo simulations.

    • Onboarding and studying large datasets and performing data parsing, cleaning, and modeling.

    • Using linear/quadratic programming.

    • Linux to process data, build quantitative frameworks, and develop models.

    • Machine learning.

    • Futures data and strategies, high frequency trading, and CME exchange data and protocols.

  • No travel; no telecommuting.

Additional Information:

  • Must be legally authorized to work in the United States without sponsorship.

Send resumes to: hasan@quantbot.com

Quantbot Technologies LP is an Equal Employment Opportunity employer and as such does not discriminate against any applicant for employment or employee on the basis of race, color, religious creed, gender, age, marital status, sexual orientation, national origin, disability, veteran status or any other classification protected by applicable discrimination laws.