Trexquant is a systematic hedge fund where we use thousands of statistical algorithms to trade equity, futures and other markets globally. We are looking for data scientists, physicists, engineers, economists and programmers to develop the next generation of machine learning strategies that can accurately predict the future movements of liquid financial assets.
Requirements
- 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 and analyze large datasets to identify actionable alpha signals and develop strategies for systematic trading.
- Investigate and implement state-of-the-art academic research in the field of quantitative finance.
- Continuously innovate and improve existing models by integrating new data sources and advanced techniques to boost performance and scalability.
- Collaborate closely with a team of experienced quantitative researchers to conduct experiments, backtest hypotheses, and refine strategies through rigorous simulations and data analysis.
Benefits
- Competitive salary plus bonus based on individual and company performance
- PPO Health, dental and vision insurance premiums fully covered for you and your dependents
- Pre-tax commuter benefits
- Weekly company meals