Java Programming, Python Programming, C++, C Programming, SQL, Cloud computing, Scala Programming, Machine learning techniques, Data science techniques, MATLAB Programming, PyTorch, TensorFlow, R Programming
We are seeking highly qualified and talented Quantitative Researchers to join an internal portfolio management team. The team was founded in 2018 and is built on a very successful track record of trading systematic strategies powered by scientific methodologies and cutting-edge technologies. The team fosters a working style that encourages entrepreneurship, autonomy and a focus on learning and development.
What you’ll do
The Quantitative Researchers will work directly with the portfolio manager, other quant researchers and developers in a highly collaborative environment gaining exposure to all aspects of the investment process, including signal generation, portfolio construction and trade execution. You will leverage our top notch research and trading infrastructure to develop and deploy models around alphas, execution, and risk management. The ideal candidate will be intellectually curious, love data and have a mindset of continuous improvement.
What you’ll bring
What you need:
Schonfeld Strategic Advisors is a multi-manager platform that invests its capital with Internal and Partner portfolio managers, primarily on an exclusive or semi-exclusive basis, across four trading strategies; quantitative, fundamental equity, tactical trading and discretionary macro & fixed income. We have created a unique structure to provide global portfolio managers with autonomy, flexibility and support to best enable them to maximize the v