Portfolio Manager Or Quantitative Researcher

A growing mid-frequency market-neutral global systematic equities StatArb team is looking for a PM or Quantitative Researcher to do signal research, effective portfolio construction, efficient risk management and trade execution.
The role is: Conducting quantitative research and analysis relating to systematic equity trading, equity alpha generation, and portfolio construction Developing intraday trading strategies and equity trading execution Developing statistical arbitrage alphas and trading strategies Qualifications: Advanced degree in highly quantitative field, including Mathematics, Statistics, Physics, Computer Science, Financial Engineering, etc.
3+ years work experience in alpha research and/or portfolio management Excellence in statistical modeling Strong programming skills, primarily Python Hardworking attitude and drive to achieve best results Preferred Qualifications Experience in cash equities statistical arbitrage, equity futures, event arbitrage strategies, Knowledge of alternative data structures is a plus Experience with equity trading, flow data, algorithmic trading, execution, central risk book, and/or market microstructure Experience with intraday trading and transaction cost analysis Knowledge of Pandas, machine learning and NLP are appreciated