Trexquant is a systematic hedge fund where we use thousands of statistical algorithms to trade equity and futures markets globally. Starting with many data sets, we develop a large set of features and use various machine learning methods to discover trading signals and effectively combine them into market-neutral portfolios. We are looking for scientists, engineers, economists, and programmers to develop the next generation of machine learning strategies that can accurately predict the future movements of liquid financial assets.
Responsibilities
- Design, implement, and optimize various machine learning models aimed at predicting liquid assets using a wide set of financial data and a vast library of trading signals
- Parse data sets to be used for alpha (strategy) development
- Investigate and implement state-of-the-art academic research in the field of quantitative finance
- Collaborate with experienced and resourceful quantitative researchers to carry out experiments and test hypothesis using simulations
Requirements
Graduate degree (Bachelors, Masters, or PhD) in any STEM discipline from a prestigious institutionPassion for machine learning and quantitative financeStrong problem-solving skillsAbility to work effectively both as an individual and a team playerProficient in programming languages such as PythonPrevious experience in alpha research and the development of trading signals and strategiesExperience between 1 years to 10 yearsBenefits
Competitive compensation with bonus tied to the performance of algorithms you developWork in a collaborative and friendly environment, participate in decision-making process for research direction, and have opportunity to lead on new ideasTrexquant is an Equal Opportunity Employer