WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies.
Requirements
- PhD or Masters degree from a top university, with a major in computer science, mathematics, statistics, physics, engineering, or quantitative finance discipline
- 2-8 years’ experience in quantitative research and/or quantitative development for systematic strategies
- Demonstrated ability to program in Python and/or C++, with a strong background in data structures and algorithms
- Working knowledge of Linux
- Strong problem-solving abilities
- Strong moral integrity and work ethic
Benefits
- Fully paid medical and dental insurance for employees and dependents
- Flexible spending account
- 401k
- Fully paid parental leave
- Generous PTO (paid time off)
- Employee discounts for gym memberships
- Wellness activities
- Healthy snacks
- Casual dress code
- Learning and development courses
- Speakers
- Team-building off-site
- Employee resource groups