Verition Fund Management LLC (“Verition”) is a multi-strategy, multi-manager hedge fund founded in 2008. Verition focuses on global investment strategies including Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading.
We are seeking a highly motivated Quantitative Researcher to join a world class trading team and contribute to the development of medium-frequency equity trading strategies across global markets. The successful candidate will possess strong research intuition, programming ability, and a demonstrated track record of systematic strategy development and implementation. This role offers the opportunity to work in a collaborative, research-oriented environment with significant exposure to both the China and U.S. equity markets.
Responsibilities:
- Conduct quantitative research and strategy development focused on medium-frequency equity trading in global markets including China and U.S.
- Design and implement systematic models for signal generation, portfolio optimization, and risk management
- Perform rigorous backtesting, simulation, and performance attribution of trading strategies.
- Contribute to multi-strategy portfolio integration and cross-market analysis.
- Collaborate with developers and data engineers to deploy strategies into live trading environments.
- Explore and apply machine learning methods to enhance model performance and signal discovery.
- Participate in continuous research aimed at improving existing models and identifying new alpha opportunities.
Qualifications:
- Minimum of 3 years of relevant experience in quantitative research or equity trading.
- Proven experience in medium-frequency equity strategy development, with exposure to the China and U.S. markets strongly preferred.
- Experience with T+0 strategies or live trading implementation in the China market is an advantage.
- Strong capability in portfolio optimization and multi-strategy integration.
- Familiarity with machine learning techniques as applied to quantitative equity research is preferred.
- Advanced degree in a quantitative discipline such as Mathematics, Computer Science, Engineering, Physics, or related field.
- Proficiency in Python, C++, or other analytical programming languages, and strong understanding of data analysis frameworks.
- Excellent teamwork, communication, and independent research skills.
- Willingness to work in Singapore.
Top Skills
What We Do
Verition Fund Management LLC (“Verition”) is a multi-strategy, multi-manager hedge fund founded in 2008. Verition focuses on global investment strategies including Credit, Fixed Income & Macro, Convertible & Volatility Arbitrage, Event-Driven, Equity Long/Short & Capital Markets, and Quantitative Strategies.
Talent is the lifeline of Verition's success. Our culture encourages individuals to communicate openly across all strategies and businesses, and we believe there is alpha in integration. We strive to empower our Investment Professionals to act like business owners by making decisions based on a combination of rigorous analysis and an open, creative mindset. We have locations in Greenwich, CT, Norwalk, CT, New York, NY, London, UK, Singapore, Republic of Singapore, DIFC, Dubai (United Arab Emirates) and an affiliate office in Hong Kong (SAR), China. Verition has an institutional quality infrastructure with a team of over 500 investment/risk and non-investment professionals.
Verition is always seeking ambitious and entrepreneurial individuals that can be impactful and help to drive differentiated returns.
To learn more, please contact us for information at: [email protected]
