Systems Trading Group seeks a quantitative alpha researcher to work within a machine learning

systematic trading team that currently researches, builds and maintains systematic trading models in

the liquid futures space. The candidate’s primary responsibilities will include researching and

implementing fully automated systematic futures signals with intraday to daily horizons. Suitable

candidates will generally have at least 2-4 years of comparable research experience.

Requirements

• 2-4 years of experience researching scalable short and medium-term alpha

• An advanced degree (MSc or PhD) from a top institution is preferred

• Strong preference for advanced degrees in Statistics and/or Computational Math

• Excellent understanding of probabilities, statistics and optimization

• Experience manipulating large datasets

• Excellent programming skills: fluency in Python and R is a must, as is the ability to write efficient

code

• High attention to detail

• Creative thinker