Job summary
Job post source
This job is from a recruiting firm hiring for a separate company.
Job overview
The Quantitative Researcher role at Harrington Starr involves working with a quant-intensive subsidiary focused on machine learning applications in futures and equities markets, contributing to core research efforts.
Responsibilities and impact
The role entails collaborating with other quantitative researchers, developers, and portfolio managers, primarily focusing on statistical arbitrage strategies and contributing to research initiatives.
Compensation and benefits
The position offers a strong basic salary, total compensation, and opportunities for formulaic bonuses, along with a collaborative research environment.
Experience and skills
Candidates should have relevant experience in quantitative research, with a preference for those familiar with statistical arbitrage strategies, although this is not strictly necessary.
Career development
The role provides opportunities for professional growth through a research-intensive environment that promotes knowledge accumulation regardless of prior experience.
Work environment and culture
The company promotes a collaborative office environment where ideas are shared among team members, fostering a culture of inquiry and innovation.
Company information
Harrington Starr is associated with a well-known multinational multi-strategy hedge fund, focusing on quantitative research and machine learning applications in financial markets.
Team overview
The specific team emphasizes collaboration among quantitative researchers, developers, and portfolio managers, creating a dynamic and supportive team environment.
Job location and travel
The position is based in New York City, emphasizing a collaborative office setting.
Application process
Interested candidates are encouraged to apply directly through the provided application link, with further communication based on fit.
Unique job features
The job distinguishes itself with no non-compete clause and a focus on a collaborative, knowledge-sharing environment.
Company overview
Harrington Starr is a leading global recruitment firm specializing in financial technology (FinTech) and professional services. They connect top talent with innovative companies in areas such as trading technology, data analytics, and cybersecurity. Founded in 2010, Harrington Starr has grown significantly, establishing a strong reputation for its deep industry knowledge and extensive network. The company generates revenue through placement fees and retained search services, ensuring clients find the best candidates for their specific needs.
How to land this job
Tailor your resume to emphasize your experience with machine learning applications in trading, as well as any familiarity with futures and equities markets, to align closely with Harrington Starr's focus.
Highlight your collaborative skills and any previous experience working in team environments, as the role emphasizes bouncing ideas off other quantitative researchers, developers, and PMs.
Apply through multiple channels, including Harrington Starr's corporate site and LinkedIn, to maximize your chances of being noticed for this Quantitative Researcher position.
Connect with professionals in the quantitative research division at Harrington Starr on LinkedIn to gain insights about the position and the team culture. Potential ice breakers could include discussing recent trends in statistical arbitrage or asking for their perspective on machine learning applications in finance.
Optimize your resume for ATS systems by incorporating relevant keywords from the job description, such as 'quantitative research,' 'machine learning,' and 'statistical arbitrage,' to ensure it passes initial screenings.
Utilize Jennie Johnson's Power Apply feature to streamline your application process, allowing you to focus on networking and preparing for interviews while ensuring your resume is tailored and optimized for the role.
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