Job Description: Critical team research position responsible for the creation, testing, and implementation and maintenance of quantitative equity models used for statistical arbitrage trading.

Duties:

• Formulate and carry out basic research into quantitative and systematic solutions for alpha extraction from worldwide equity markets
• Analyze trade executions for a high-frequency systematic strategy and develop solutions to decrease execution costs
• Formulate and develop new alpha sources based upon high-frequency data
• Augment current models with updated thinking and concepts
• Collaborate with and critique fellow research associates on related projects

Qualifications:

• Higher degree required - Masters or Ph.D.
• At least 3-5 years relevant quantitative work or degreed experience
• Deep domain knowledge and experience in statistical arbitrage, transaction cost or market impact modeling, and/or algorithmic equity trading
• Experience in financial markets theory and quantitative methods
• Familiarity with statistical packages such as matlab and/or Splus
• Ability to develope and code in C++ and SQL (Intermediate)
• Self starter, inquisitive, resourceful and fully capable of project leadership - an "architect rather than an engineer"
• Team player with excellent communication skills - must work well in a collaborative team environment
• Must be authorized to work in the United States without requiring a Visa.

Hours:    
40+ hour work week. 
Typical hours for the Research Production team are 8-5, Monday through Friday.  The hours may and do vary depending on the projects, their urgency or their operation.  Hours can run late requiring a team member to work 8 am - 8/9 pm Monday through Friday with possible weekend work on Saturday and Sunday, directed and requested by the team manager.  Although working extended hours and weekends is not the norm and indeed rare (once or twice a year) it does occur; and when it does each team member is required to participate. 
 

To apply: Send cover letter and resumes to kathy.ford@campbell.com

Campbell & Company is an investment management company based in Towson, Maryland.  The firm has been in business since 1972, and currently manages approximately $7 billion in assets for a large number of institutional and private clients.  Campbell & Company applies systematic trading strategies to diverse portfolios of equities and global futures and forwards markets, with the primary objective of achieving attractive risk-adjusted returns.

Campbell & Company is seeking critical team members for research roles to develop quantitative models used for systematic trading.  Researchers work directly with Traders, Operations Associates, Research Analysts and Quantitative Researchers to design proprietary applications used for trading. Campbell's Research Teams fosters collaboration with the exchange of ideas and synergistic relationships throughout the organization. If you are a motivated, intelligent and team-oriented individual you will work alongside some of the brightest and most innovative minds in the industry in a casual and collegial environment.

We're looking for people who thrive in intellectually challenging and high-energy environments, who enjoy solving problems and are passionate about innovating solutions.

Towson, Maryland, is minutes north of Baltimore in a small community with sophistication and beauty.  Typical commute is 15-20 minutes to surrounding neighborhoods or the heart of Baltimore city.