Quantitative Researcher
YipitDataSalary not specified
Full Time
Mid-level (3 to 4 years), Senior (5 to 8 years)
Not SpecifiedCompensation
Junior (1 to 2 years), Mid-level (3 to 4 years)Experience Level
Full TimeJob Type
UnknownVisa
Finance, Quantitative FinanceIndustries
Requirements
- PhD or Masters degree from a top university in computer science, mathematics, statistics, physics, engineering, or quantitative finance
- 2-8 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 problem-solving abilities, strong moral integrity and work ethic
- 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
Responsibilities
- 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
Skills
Key technologies and capabilities for this role
Questions & Answers
Common questions about this position
What benefits does WorldQuant offer?
Core benefits include fully paid medical and dental insurance for employees and dependents, flexible spending account, 401k, full paid parental leave, and generous PTO with unlimited sick days. Perks feature employee discounts for gym memberships and wellness activities, healthy snacks, and a casual dress code. Training opportunities include learning and development courses, speakers, and team-building off-sites.
Is this position remote or does it require office work?
This information is not specified in the job description.
What skills and experience are required for the Experienced Quantitative Strategist role?
Candidates need a PhD or Masters from a top university in fields like computer science, mathematics, or quantitative finance, 2-8 years in quantitative research or development, proficiency in Python and/or C++ with strong data structures and algorithms knowledge, Linux familiarity, and strong problem-solving, moral integrity, and work ethic. Quantitative research experience with systematic strategies across asset classes like equities, ETFs, futures, currencies, and options is also essential.
What is the company culture like at WorldQuant?
WorldQuant fosters a culture pairing academic sensibility with accountability for results, encouraging open thinking and continuous improvement.
What makes a strong candidate for this role?
A strong candidate will have a PhD or Masters from a top university in a quantitative field, 2-8 years of experience in quantitative research or development for systematic strategies, programming proficiency in Python and/or C++, Linux knowledge, and demonstrated strong problem-solving abilities, moral integrity, work ethic, and familiarity with systematic strategies across various asset classes.
WorldQuant
Quantitative asset management using algorithms
About WorldQuant
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.
Greenwich, ConnecticutHeadquarters
2007Year Founded
$148.5MTotal Funding
N/ACompany Stage
Quantitative Finance, Financial ServicesIndustries
1,001-5,000Employees
Benefits
Performance Bonus
Flexible Work Hours
Risks
Increased competition from AI-driven investment firms like ADIA.
Regulatory scrutiny on algorithmic trading practices is increasing globally.
Market volatility challenges the performance of algorithmic trading models.
Differentiation
WorldQuant employs over 1,000 professionals across 27 global offices.
The firm uses predictive algorithms to manage assets and generate client returns.
WorldQuant emphasizes equal opportunity, allowing all employees to contribute meaningfully.
Upsides
Increased focus on alternative data sources is gaining traction in quantitative finance.
Machine learning integration in portfolio management allows better market trend predictions.
Quantum computing offers potential for faster, complex calculations in algorithmic trading.
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