Senior Quantitative Researcher, Portfolio Construction and Trading

Who you are

You have a strong background in quantitative research with a focus on portfolio construction and trading strategies — your expertise in mathematical modeling and simulation allows you to formulate complex investment strategies that enhance trading through computerized algorithms. You possess comprehensive knowledge of statistical techniques, including regression analysis and machine learning, which you apply to improve investment strategies across various asset classes.

Your experience includes performing validation and testing of trading simulations, and you are proficient in programming languages such as C++ and Python — you understand Object Orientation design methods and can build applications that automate data processing for trading strategies. You are familiar with KDB/Q and Python for analyzing existing strategy behavior and proposing improvements.

You have conducted research on various trading strategies, including futures, FX, and government bonds, and you are adept at assessing market impact and cross-impact across different asset classes. Your analytical skills enable you to produce sophisticated analyses that describe new statistical effects and assess their robustness.

Desirable

Experience with time series analysis and microstructure feeds would be beneficial, as would familiarity with cryptocurrency trading strategies. You are comfortable working in a fast-paced environment and can adapt to the evolving needs of the trading landscape.

What you'll do

In this role, you will perform quantitative analyses to enhance trading strategies through the development of mathematical and simulation models. You will relate constants and variables, restrictions, alternatives, and conflicting objectives to formulate effective investment strategies. Your work will involve implementing these models and utilizing your statistical knowledge to produce analyses that describe new statistical effects.

You will validate and test trading simulations, reformulating applications as necessary to optimize performance. Your programming skills in C++ and Python will be essential as you build applications to automate daily data dependency processing for trading strategies. You will also utilize KDB/Q and Python to analyze existing strategies and propose improvements based on your findings.

Conducting research on futures, FX, and government bond trading strategies will be a key part of your responsibilities, as will maintaining and enhancing the framework for trade scheduling across various asset classes, including fixed-income and cryptocurrency. You will monitor market impact and cross-impact, ensuring that your analyses contribute to the overall effectiveness of the trading strategies employed by Squarepoint Capital.

What we offer

Squarepoint Capital offers a competitive salary range of $190,000 to $220,000 per year, reflecting the expertise and experience required for this senior role. You will be part of a dynamic team that values innovation and analytical rigor, working in a collaborative environment that encourages professional growth and development. We believe in fostering a culture of excellence and are committed to providing our employees with the resources they need to succeed in their roles.