Global Alpha Researcher (GAR)
Many academically-talented high-achieving individuals wonder if a career in　
quantitative finance is right for them.　One of the most important and　
popular roles in quantitative finance is Alpha research, which involves　
developing profitable trading signals based on real-world data.　
Unfortunately, quantitative trading is a tight-knit industry and it is　
difficult to find detailed information about building a successful career in　
this field.　To address this problem, Trexquant created the Global Alpha　
Research Program to provide a platform for career growth and advancement and　
give participants direct experience in buy-side Alpha research.
Job Description
We seek bright and passionate scientists, mathematicians, and engineers to　
join our talented team of Global Alpha Researchers to conduct exciting Alpha　
research.　Our ideal candidate is analytical and creative, as well as　
persistent at finding strong Alphas.　

Benefits

- Monthly compensation plus performance bonus

- Flexibility to work conveniently from anywhere in the world and during any　
time of the day

- Invaluable learning and networking opportunities with global hedge fund　
managers

- Access to proprietary technology platforms for exploring and converting　
ideas into signals that are tradable in the real world

- Mentoring and guidance from experienced quantitative researchers

- Full-time offers for top performers

Responsibilities

- Develop market-neutral, medium-frequency Alphas that predict future stock　
returns

- Investigate and implement recent academic research

- Develop algorithms to filter and combine Alphas

- Parse data sets to be used for future alpha development

- Apply machine learning techniques to alpha discovery and portfolio　
construction

If you think a career in quantitative finance is for you, send us your　
resume to cara.chen@trexquant.com
.