- USD100000 - USD250000 per year
- Toronto, ON, Canada
- Permanent, Full time
- Selby Jennings Buyside
Multi-Asset Quantitative Researcher(Buy-Side)
- Location: Toronto, ON, Canada
- Salary: USD100000 - USD250000 per year
- Job Type: Full time
A Toronto-based buy-side firm is seeking a mid-level quantitative researcher to contribute to their asset management research team.
A multi-billion dollar buy-side firm is currently seeking a driven, motivated, Quantitative Analyst to lead, develop and execute fund trading strategies. Quantitatively based position and knowledge of equity products is a must, and cross-asset experience is strongly preferred. You will play a key role in the organization's funding strategy and long-term financial security. In addition to that, you will make a direct impact on the firm by helping build out their investment research team.
This Toronto-based asset management firm is looking for a quant researcher with a hybrid data science skill set or computer science background to join their investment strategy team. The firm takes a hybrid approach to investment strategy development, employing both fundamental and quantitative analysis to determine investment decisions. The firm is looking to continue its mid to long-run strategies to generate alpha in equity products, in both developing and and developed markets.
The vacancy that they are looking to fill at the moment is a role on their asset allocation team, doing full cycle alpha research, development, and implementation of medium to high-frequency trading strategies alongside the investment committee. This firm offers the ideal scenario for anyone who is looking for a challenging role that will expose them to a dynamic team environment and cutting edge technology and research.
Responsibilities will include:
- Systematic and quantitative research and development of higher frequency trading strategies across global futures markets
- Research and implementation of new data-sets into developmental strategies
- Back-testing and understanding of strategies including abstractions and requirements
- Market microstructure research and alpha signal research across futures
- Collaboration between team members in order to drive productivity and facilitate innovative ideas
Ideal candidates should possess:
- Exceptional programming and quantitative skills
- Strong programming skills in various languages
- Masters degree in a computational field, Ph.D. preferred