Experienced Quantitative Strategist
WorldQuant
Overview
In this role you will contribute to building and validating systematic trading strategies across global markets. You’ll work with cross-functional teams to research alphas, develop models, and implement trading ideas within a collaborative, results-driven culture. The position offers exposure to multi-asset strategies and a platform that blends academic rigor with practical execution. You will help shape scalable tools and processes for alpha generation and portfolio management, driving tangible impact.
Pay / Benefits- Fully paid medical and dental insurance for employees and dependents
- Flexible spending account
- 401k
- Fully paid parental leave
- Generous PTO with unlimited sick days
- Gym membership discounts
- Support Portfolio Managers with alpha research, modelling, portfolio construction, optimization, and implementation of quantitative trading strategies
- Build and maintain tools and systems used throughout the quantitative research and portfolio management processes
- PhD or Masters degree from a top university in computer science, mathematics, statistics, physics, engineering, or quantitative finance
- 2-8 years’ experience in quantitative research and/or quantitative development for systematic strategies
- Proficient in Python and/or C++, with solid data structures and algorithms background
- Working knowledge of Linux
- Strong problem-solving abilities
- Strong moral integrity and work ethic
- strong problem-solving abilities
- strong moral integrity and work ethic
- Python
- C++
- data structures and algorithms
- Linux
Reference: WJ-747_31185387