at WorldQuant
Hedge FundsPosted 16 days ago
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The **Quantitative Researcher - IPM** role involves driving data-driven insights to improve trading strategies. Key responsibilities include model development using Python, statistical analysis, and collaboration with traders and researchers to implement findings. Requirements include a PhD in a quantitative discipline, 3+ years of relevant experience, and strong programming skills in Python, C++, and SQL. Familiarity with time-series data and financial markets is essential. The ideal candidate will possess robust problem-solving skills and the ability to work independently in a fast-paced, collaborative environment.
- Compensation
- Not specified
- City
- Not specified
- Country
- India
Currency: Not specified
Full Job Description
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