WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies. Our teams work collaboratively to drive the production of alphas and financial strategies – the foundation of a balanced, global investment platform.
Requirements
- PhD or Masters degree from a top university, with a major in computer science, mathematics, statistics, physics, engineering, or quantitative finance discipline
- Demonstrated ability to program in Python and/or C++, with a strong background in data structures and algorithms
- Working knowledge of Linux
- Strong problem-solving abilities
- Strong moral integrity and work ethic
Benefits
- Fully paid medical and dental insurance for employees and dependents
- Flexible spending account
- 401k
- Fully paid parental leave
- Generous PTO (paid time off) that consists of twenty vacation days, three personal days, and ten sick days
