Quantitative Researcher

About the Company

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies.

Responsibilities

• Conduct rigorous exploration and unconstrained thinking to apply data to financial markets
• Identify high-quality predictive signals (alphas) using mathematical expressions of data
• Create computer-based models to predict movements of global financial markets
• Employ tested processes to discover signals undiscovered by the wider market

Requirements

• Bachelor's (Hons), Master's, or PhD in a highly quantitative field (Math, Physics, Computer Science, or Financial Engineering)
• Knowledge of Linear Algebra, Statistics, Machine Learning, and Artificial Intelligence
• Competency in Python and Unix
• Strong interest in learning about worldwide financial markets
• Excellent English language skills

Preferred Qualifications

• Prior experience in Finance or Trading
• Research scientist mindset with a focus on deep thinking and creativity