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- Develop and refine quantitative models to identify market inefficiencies.
- Research and iterate on our portfolio construction, attribution, or aggregation methodologies.
- Evaluate new datasets and data vendors.
- Monitor data, signal, and portfolio quality and performance.
- PhD in a quantitative discipline such as Economics, Finance, Mathematics, Statistics, Physics, Computer Science, Engineering, or a related field.
- 6+ years of experience in quantitative research at a hedge fund or asset manager.
- Strong programming skills in Python, R, or other relevant languages.
- Proficiency in handling large datasets and utilizing statistical and machine learning tools.
- Familiarity with international equity markets is a plus.
- Opportunity to work remotely.
- Engage in intellectually stimulating projects with significant impact potential.
Quantitative Researcher - new delhi - Double River

3 weeks ago

Description
Double River Quantitative Asset Manager
Our team is dedicated to leveraging advanced research and data-driven strategies to deliver exceptional results in the financial markets.
Position Overview:
We seek an experienced Equity Quantitative Researcher with a proven track record of quantitative research at a hedge fund or quantitative asset manager. The ideal candidate will have expertise in alpha signal research, portfolio construction/management, or signal timing and aggregation.
Qualifications:
Why Work with Us:
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