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.  

A portfolio manager is seeking a Quantitative Researcher/Developer to support both research and development efforts for equity systematic strategies.

Responsibilities:

• Short-term alpha signal research with tick-level data
• Help build and maintain research framework and data pipeline
• Help the portfolio manager cover trading

Qualifications:

• 1+ year of experience in a related position, ideally at a hedge fund/prop shop
• A bachelor’s or above degree in STEM with good knowledge of quantitative methods
• Strong programming skills. Proficient in Python (for both development and data analysis). Experience with C++ and/or KDB/q highly preferred
• Experience with short-term US equity strategies highly valued
• Prior experience with tick level data and knowledge of market microstructure preferred
• Experience in machine learning preferred
• Experience with distributed computing and cloud services a plus