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 tested processes
• Create computer-based models to predict movements of global financial markets
• Develop mathematical expressions of data to be used as inputs in quantitative models

Requirements

• Bachelor's (Hons), Master's or PhD in Math, Physics, Computer Science, or Financial Engineering
• Knowledge of Linear Algebra, Statistics, and Machine Learning
• 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
• Excellent academic records from a leading university