The role
Mid-frequency research supporting portfolio managers on a multi-strategy platform. Signals are expected to hold for hours to days and to survive real costs.
What the work involves
- Research mid-frequency signals across liquid instruments
- Build portfolio construction and risk overlays around them
- Work directly with a portfolio manager on deployment
- Track live performance against research expectations
What firms look for
- Advanced quantitative degree, or equivalent buy-side experience
- Experience taking research from idea to live allocation
- Python, SQL and disciplined experiment tracking
- Understanding of risk models and factor exposure
- A record you can evidence, including the periods that went badly
This description is written by QuantStep from what the role involves, and is not the firm's own posting. Applications go to Schonfeld directly — QuantStep is not the employer, does not receive applications and is not a recruiter. Requirements, compensation and availability are the firm's to state, so check the posting before applying.