Experienced Quantitative Strategist

About the role

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets, producing predictive signals (alphas) through its proprietary research platform. It is seeking a Quantitative Strategist with quantitative research experience and deep knowledge of systematic strategies across many asset classes, including global equities and/or ETFs, futures, currencies and options.

Key responsibilities

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

Required profile

• PhD or Master's degree from a top university, with a major in computer science, mathematics, statistics, physics, engineering or quantitative finance
• 2-8 years of 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
• Strong problem-solving abilities, strong moral integrity and work ethic

Required skills

• Programming in Python and/or C++
• Knowledge of data structures and algorithms
• Working knowledge of Linux

What we offer

• Fully paid medical and dental insurance for employees and dependents
• Flexible spending account and 401k
• Full paid parental leave and generous PTO with unlimited sick days
• Employee discounts on gym memberships and wellness activities, healthy snacks and a casual dress code
• Learning and development courses, speakers, team-building off-site events and employee resource groups