This is an exciting opportunity for a quant researcher to be part of our new signal research team. As part of the team, you will collaborate with others and apply your mathematical expertise to tackle complex problems which ultimately will lead to quantitative trading strategy deployment. These strategies can range from signals that use traditional financial data sets to new alternative data
You will take ideas from formation to evaluation to model creation by leveraging a wide variety of time series and other datasets that come from inside and outside of Financial Services.
Develop and apply statistical analysis and machine learning techniques to process, interpret, and extract factors from large unstructured data sources.
Collaborate with other members of our quantitative research team to utilize our latest research tools and techniques to create best in class signals.
You should have:
- Minimum 3 years’ experience in a quantitative role within a trading environment preferred.
- Will consider candidates with experience in another professional setting that involves extracting statistical information from large, complex, and messy data sets.
- Strong hands-on analytical skills with experience developing statistical models and signals.
- Programming skills in Python, C/C++, q/Kdb+, or similar.
- Must have a Ph.D. in engineering, mathematics, statistics, the natural sciences, or a related field.
- Will consider a Masters if they have at least 5 years experience