What's the difference between systematic trader vs. quantitative research in a HF?
Hey folks, would greatly appreciate some insight here;
-what's the difference between systematic trader vs. quantitative research (developer) in a hedge fund?
-Both roles requires quantitative skillset however, how does one diverge from the other?
-What is the future prospects between the roles?
-Does the comp differ?
For background, I am in a BB sales & trading role. I am aware of the difference between quantitative research (or developer) because I interface with them often. But not a "systematic trader".