HRT is seeking quantitative researchers to join their effort in developing mid-frequency systematic trading strategies by applying rigorous statistical methods on a wide range of datasets and implementing trading models based on novel predictions of market behavior.
Requirements
- 3+ years of prior work experience in stat-arb required
- Degree in a quantitative or technical discipline (e.g. statistics, computer science, physics, mathematics, economics)
- Demonstrated ability to conduct research using large noisy real-world datasets
- Strong numerical programming skills, including proficiency in Python for data analysis and machine learning.
- Experience with C++ a plus
Responsibilities
- apply rigorous statistical methods on a wide range of datasets
- implement trading models based on novel predictions of market behavior
- contribute to all aspects of strategy development, including alpha generation, portfolio construction/optimization and trade execution algorithms
- prototyping and conducting research into various strategy components
- writing code to productionalize their ideas
Other
- Exceptional academic credentials
- Exceptional attention to detail and desire to understand issues deeply
- Outstanding work ethic and ability to thrive in a fast-paced environment
- work closely with other researchers to develop new ideas and refine existing trading models
- collegial and non-siloed environment
