Senior PM / Trader / Quant
Tanius Technology- Full Time
- Senior (5 to 8 years)
Candidates must possess a PhD or Master’s degree from a top university in computer science, mathematics, statistics, physics, engineering, or quantitative finance, and have 2-8 years of experience in quantitative research and/or quantitative development for systematic strategies. They should demonstrate proficiency in programming languages such as Python and/or C++, with a strong foundation in data structures and algorithms, and possess working knowledge of Linux.
The Experienced Quantitative Strategist will support Portfolio Managers with alpha research, modeling, portfolio construction, optimization, and the implementation of quantitative trading strategies, as well as build and maintain tools and systems used throughout the quantitative research and portfolio management processes.
Quantitative asset management using algorithms
WorldQuant is a quantitative asset management firm that focuses on managing investments for institutional clients like pension funds and sovereign wealth funds. The firm uses data and predictive algorithms to analyze financial markets and identify investment opportunities. Its approach involves algorithmic trading, where mathematical models guide investment decisions. Unlike many competitors, WorldQuant encourages a culture of experimentation and innovation among its employees, allowing everyone to contribute ideas regardless of their position. The company's goal is to generate returns for its clients while maintaining a commitment to equal opportunity in the workplace.