We are a global leader in quantitative statistical arbitrage, specializing in developing cutting-edge machine learning models and data-driven strategies to identify and exploit market inefficiencies. With offices in the U.S., China, and India, our innovative team of researchers, technologists, and finance professionals pushes the boundaries of quantitative finance.
As we continue to expand our research and trading capabilities, we are looking for a dynamic and strategic Director of Alpha Capture to lead our efforts in identifying, sourcing, and integrating alpha-generating insights into our trading systems. In this role, you will be responsible for overseeing build-out of our sell-side external alpha capture business, including technological frameworks, as well as the identification, development, and integration of high-quality alpha generating contributors into the firm's trading systems.
Responsibilities
- Lead the development and execution of the firm's alpha capture strategy, integrating profitable investment signals from external sell-side sources.
- Collaborate with quantitative researchers and data scientists to ensure captured signals align with existing techniques for optimized risk-adjusted returns.
- Oversee the integration of alpha contributors into the firm's platform for real-time action on signals.
- Continuously explore new sources of alpha and work with teams to evaluate, validate, and refine signals for live trading.
- Monitor alpha signal performance, implementing metrics and adjusting strategies to maintain competitiveness.
- Foster collaboration across teams, lead innovation by establishing external partnerships, and ensure compliance with risk and regulatory requirements.
- Bachelor’s or Master’s degree in Finance, Data Science, Computer Science, Engineering, Quantitative Finance, Mathematics, or related field (PhD is a plus).
- 5+ years of experience in external alpha capture, including established relationships, understanding of business requirements and process for implementation.
- Proven track record of developing and implementing alpha capture strategies within a quantitative hedge fund, proprietary trading firm, or similar environment.
- Extensive experience in the systematic capture, testing, and optimization of alpha signals, including exposure to alternative data sources and machine learning techniques.
- Deep quantitative and financial knowledge, strong relationship skills, and the ability to drive innovation in a high-performance trading environment
- Strong understanding of statistical arbitrage strategies, portfolio construction, and risk management principles.
- Competitive salary, plus bonus based on individual and company performance.
- Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets.
- PPO Health, dental and vision insurance premiums fully covered for you and your dependents.
- Pre-Tax Commuter Benefits – making your commute smoother.
Trexquant is an Equal Opportunity Employer
Similar Jobs
What We Do
Being a quantitative finance firm that uses Machine Learning (ML) to create multi-asset portfolios and seek profit from the market, Trexquant has continuously improved its investment and research platform since starting operations, leveraging new and emerging technologies. Trexquant uses rigorous quantitative methods to create multi-asset portfolios in global markets. To do this, Trexquant develops trading signals using its vast and continuously growing collection of data variables used as inputs for more complex trading models called Strategies. The result is an ever-growing and adapting engine built from thousands of intricate models and tens of thousands of signals, tailor-made with the goal to outperform the market during any condition. Capital is managed across 5,500+ cash equity positions across the United States, Europe, Japan, Australia, and Canada.
