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