Quantitative Researcher (Stamford, CT or New York)

ABOUT EXODUSPOINT

ExodusPoint Capital, founded in 2017 by Michael Gelband and Hyung Lee, began managing investor capital in 2018. The firm employs a global multi-strategy investment approach, seeking to deliver compelling asymmetric returns by combining complementary liquid strategies managed by experienced investment professionals within a robust risk framework. ExodusPoint brings together an accomplished team with hands-on experience running multi-manager businesses to create an institutional investment management firm.

JOB DESCRIPTION

We are looking for a Quantitative Researcher to be a part of a collaborative team based in Connecticut, with a focus on systematic, short-term relative value strategies in futures and/or currency markets.

Responsibilities: 

• Combine sound financial insights and statistical techniques to explore, analyze, and harness predictive information from a large variety of data sets
• Research and develop short-term signals which will be deployed in systematic trading strategies in commodities markets
• Aid in developing and extending the team’s proprietary research platform
• Collaborate with the Senior Portfolio Manager and the trading group in a transparent environment, engaging with the whole investment process
• Stay current on state-of-the-art technologies and tools including technical libraries, computing environments and academic research

Preferred Technical Skills:

• Strongly skilled in Python
• Experience and success working with large and diverse data sets
• Bachelor’s, Master’s, or PhD in Statistics, Econometrics, Computer Science, Astrophysics, Astronomy, or STEM-related data heavy fields
• Graduate training in Time Series or Signal Processing a plus
• Excellent communication, analytical and problem-solving skills

Preferred Experience:

• 5 years of experience working in a computational, quantitative, or data-rich research position
• SDLC experience
• ~ 2-3 years of experience in the financial industry (plus)

Highly Valued Relevant Experience:

• Experience building short-term trading strategies in macro-markets (futures, currencies, interest rates)
• Experience working with large data sets, such as those in astronomy or astrophysics
• Experience in quantitative, econometrics, asset pricing, or macro sub-fields