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
The Execution Research Team at ExodusPoint is responsible for researching quantitative solutions to improve trading execution efficiency across the firm. The team works closely with trading, trading technology, and portfolio management teams in all regions to optimize execution.
We are looking to add a junior member who would work with the team of researchers globally to study market structure in Equity, FX, Futures, and contribute to projects including flow-specific trading cost estimation, systematic algorithms evaluation and routing, impact cost modeling, and in- house algorithms inputs calibration.
Qualifications:
- MS. or Ph.D. in Mathematics, Statistics, Data Science, Computer Science or Engineering
- Exceptional quantitative and problem-solving skills with a focus on the ability to formulate hypotheses, conduct empirical tests and cross-validations on practical models for use in trading
- Deep understanding of Machine Learning techniques used for financial dataset. Background in building learning system is a plus
- Strong ability to analyze large volume trading data including tick level datasets using advanced statistical methods
- Able to think algorithmically, and passionate about using a quantitative approach to solve problems in business world
- Comfortable with presenting research and analysis, and to articulate findings
- Programming proficiency in R or Python
- Strong interest in financial products and investment strategies in general
- Self-motivated with strong communication skills and ability to work well with various internal and external partners across regions