Search the 10 jobs at WorldQuant

As an Execution Researcher, you will refine execution capabilities for cash and derivative products by developing methodologies, maintaining broker relationships, and providing consulting services to Portfolio Managers. Your role will also involve formulating and testing hypotheses, evaluating new technologies, and automating processes.

Develop systematic strategies for global asset classes using statistical signals, lead and manage quantitative investment portfolio independently, and build research pipeline with autonomy.

As an AI Quantitative Strategist at WorldQuant, you will develop and implement AI/ML models for trading optimization and investment strategies. You will work collaboratively on innovative projects while leveraging state-of-the-art data and systems. The role emphasizes building infrastructure for AI and involves explaining model business value to stakeholders.

The Experienced Quantitative Strategist will support Portfolio Managers with alpha research, modeling, and implementation of quantitative trading strategies, while building and maintaining tools for the research and management processes.

Develop systematic strategies for a global investment platform, lead and manage quantitative investment portfolios, and contribute to firm research and strategic initiatives. Strong programming skills in Python and C++ required.

The role involves creating and developing predictive signals (alphas), conducting research in quantitative finance, and analyzing functionality within the BRAIN platform. Responsibilities also include engagement in business development, conducting training sessions, and enhancing the BRAIN strategy for user acquisition.

Building a new software engineering team with strong applied AI orientation to create company-wide applications addressing colleagues' everyday problems. Responsibilities include collaborating with cross-functional teams, gathering requirements, designing and building AI-driven products, and staying updated on AI advancements.

As a Quantitative Developer, you will collaborate with tech teams, portfolio managers, and researchers to develop complex data pipelines and frameworks for strategy and performance analytics, emphasizing strong design and implementation principles.

Building software for large-scale quantitative research operations and portfolio production at WorldQuant. Requires 7+ years of production-quality C++ coding experience on Linux, expertise in system programming, and proficiency in data structures and algorithms.

WorldQuant is seeking a Quantitative Developer to work in its Macro team, focusing on complex data pipelines, strategy framework, and trading systems. The role involves acquiring in-depth domain knowledge of the Quant Macro space and designing/implementing quant tech infrastructure for Macro trading.