 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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