Squarepoint Capital
Squarepoint Capital·21 days ago

Quantitative researcher, volatility - medium-frequency

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Location

onsite, New York, NY, United States

Salary

$160k – $185k/yr

Commitment

Full Time

Level

Junior (<2 years)

Required skills

Quantitative modelingStatistical analysisMulti-asset portfolio constructionRisk managementAlgorithmic tradingExecution optimizationMarket-impact analysisAlpha researchSignal developmentSignal validationPythonData analysisStrategy developmentPerformance attributionFactor sensitivities

Job Description

Squarepoint Services US LLC seeks a Quantitative Researcher (Volatility - Medium- Frequency) for its New York, New York location.

Duties:

  • Construct, analyze, and manage single stock portfolios.
  • Conduct equity execution research to optimize trading strategies.
  • Perform market impact analysis to minimize trading costs.
  • Research and enhance monetization of alpha signals.
  • Monitor portfolio exposures, risk metrics, factor sensitivities, and performance attribution daily to support risk management.
  • Produce research reports and quantitative insights on portfolio performance, trading costs, signal effectiveness.

Requirements:

Must have a minimum of a Master’s degree or foreign equivalent in Financial Engineering or related field of study and 1 year of experience as a Quantitative Researcher or related position for an investment/asset management or financial market research organization. Must have at least one (1) year of employment experience with each of the following required skills: Quantitative modeling and statistical analysis; Multi‑asset portfolio construction and risk management; Algorithmic trading and execution optimization; Market‑impact analysis; Alpha research, signal development, and validation; Programming using Python for data analysis and strategy development.

Salary / Rate Minimum/yr: $160,000 Salary / Rate Maximum/yr: $185,000 40 hrs/wk. The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available. Squarepoint is an EEO/AA employer.

Ready to join the team?

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