Nonius
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| Founding MemberNonius Unbound |
| Total Posts: 12808 |
| Joined: Mar 2004 |
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Looking for a quant alpha researcher to work closely with a successful team of researchers and portfolio managers.(last 15 months PL ~ USD 100Mn).
Must haves:
1. technical degree (math, physics, engineering, computer science, statistics) from reputable institution.
2. at least 3 years of relevant alpha research experience, preferably on the buy side, from reputable institution. Please, no CVs showing just trading your PA as a job.
3. excellent knowledge of spot, forwards FX, STIRs, IR swaps, bond futures etc.
4. can get into minutia/details on issues like carry, roll-down etc, how much of alpha is carry, rolldown, momentum, mean reversion etc.
5. excellent python skills.
6. exposure to ML methods.
7. experience with multivariate models.
PM me.
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