Job Description
This is a global opportunity. Subject to applicable laws, you can join us from anywhere in the world. We recognize that establishing systematic strategies can be challenging, involving tasks such as setting up the data pipeline, simulating strategies, handling execution, and addressing operational concerns. As a Global Alpha Trader, you can turn your quantitative ideas into profitable strategies without the added burdens of creating a team and infrastructure from scratch. We welcome individuals with experience in operating systematic strategies across various asset classes, such as global equities, futures, FX, commodities, corporate bonds, and options. While our preference lies with candidates who possess real trading experience in these strategies with a track record of at least one year, we are open to considering applicants with simulation-based experience in exceptional cases. Responsibilities: Use quantitative methods to systematically build medium-frequency portfolios Develop systematic strategies across various asset classes Apply machine learning and statistical techniques to trading Simulate and execute strategies on the Trexquant Alpha Platform Requirements A higher education degree (bachelor's, Master’s and Ph. D. degrees) in Math, Engineering, Statistical Modeling, Computer Science or other related fields At least one year of proven track record in operating systematic strategies in any asset class Strong quantitative skills and proficiency in numerical tools such as NumPy and Pandas on Python Benefits Compensation based on a percentage of profits generated by your strategies Flexibility to work remotely Access to proprietary technology platforms which encompasses working with data, alpha development and strategy formulation Mentoring and guidance from experienced portfolio managers and traders More about this Program: What is the purpose of the GAT program? The aim of the Global Alpha Trader (GAT) program is to draw in traders who possess profitable st