About the job
Join Trexquant, a leading systematic hedge fund that leverages advanced statistical algorithms to trade across global equity and futures markets. By harnessing diverse data sets, we craft a robust suite of features and employ an array of machine learning techniques to uncover actionable trading signals, which are seamlessly integrated into market-neutral portfolios. We are on the lookout for talented scientists, engineers, economists, and programmers to help us innovate the next generation of machine learning strategies, enhancing our ability to forecast the movements of liquid financial assets accurately.
Key Responsibilities
- Design, implement, and optimize a variety of machine learning models to predict liquid asset performance utilizing extensive financial data and a comprehensive library of trading signals.
- Analyze data sets for alpha (strategy) development.
- Explore and incorporate cutting-edge academic research in quantitative finance.
- Collaborate with skilled quantitative researchers to execute experiments and validate hypotheses through simulations.
Qualifications
- A graduate degree (Bachelor's, Master's, or PhD) in a STEM discipline from a recognized institution.
- Deep enthusiasm for machine learning and quantitative finance.
- Excellent problem-solving abilities.
- Proven capability to work both independently and collaboratively within a team.
- Strong programming proficiency in languages such as Python.
- Prior experience in alpha research and the development of trading strategies is highly advantageous.
- Experience ranging from 1 to 10 years is preferred.
Benefits
- Attractive compensation package with performance-based bonuses linked to the algorithms you create.
- A collaborative, friendly work environment with opportunities for involvement in strategic research decisions and leadership roles for innovative ideas.
Trexquant is proud to be an Equal Opportunity Employer.

