Senior Quantitative Researcher

Senior Quantitative Researcher– (job location is New York, NY; employer is Walleye Capital LLC) – Research, design, and test predictive financial models, alpha signals, and systematic trading strategies using quantitative methods, statistical analysis, and machine learning techniques in Python. Design and implement portfolio construction and optimization frameworks integrating alpha forecasts, risk models, and transaction cost analysis to maximize risk-adjusted returns. Collaborate with portfolio managers and trading desks to identify investment opportunities, conduct research, and translate analytical findings into executable trading strategies. Build quantitative models, analytical tools, and risk management systems to enhance the firm's research capabilities and support trade execution analysis, performance attribution, and infrastructure improvements. Develop machine learning models to forecast asset returns, market microstructure, trading behaviors, risk exposures, and transaction costs using large-scale financial datasets from market data providers and alternative sources. Requirements: Master’s degree (US or foreign equivalent) in Financial Engineering, Economics, Statistics, or a related field and five (5) years of experience in the position offered or in a related role. All of the required experience must have included experience with: developing machine learning models for alpha signal generation using ensemble methods, boosting methods, and variants of neural network frameworks in production trading environments; performing model selection, hyper-parameter tuning, variance analysis and interpretation on machine learning models for financial market forecast; building, selecting, and auditing the input features of forecast models; implementing portfolio optimization algorithms incorporating risk models, predictive transaction cost models, and trading condition constraints; conducting model performance decomposition analysis to attribute portfolio performance; designing simulation frameworks that account for realistic trading conditions; analyzing market microstructure patterns including price dynamics and intraday volatility for predictive modeling; engineering production-grade trading signals by integrating alternative and traditional financial data using scalable Python research infrastructure; processing institutional trading knowledge; and performing quantitative data analytics and visualization. Salary: $200,000/year. E-mail résumé to: hr@walleyecapital.com.