Quantitative Researcher

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Alexander Chapman
  • 07 Nov 17 2017-11-07

The client is searching for a Quantitative Researcher to join their New York City office. The Quantitative Researcher will work with our team to develop ways to improve trading systems and create new systematic trading signals to complement and diversify the firms main strategies. Maximize performance and competitiveness by utilizing advanced methods in quantitative analysis, risk management and portfolio optimization.

We are seeking an exceptional individual to join the Quantitative Research team. This individual will be responsible for research and development of automated trading ideas utilizing predictive analytics on multiple markets including equities, futures, options and FX. In addition, the individual would help guide improvements to our current strategies in these markets. Finally, as part of this research team, the individual may need to frequently interact with our quantitative development team to assist in production quality codes for automated trading.

 

Requirements:

 

  • Masters or PhD (preferred) in Mathematics, Statistics, Physics, or a related discipline.
  • Proficiency in statistics, statistical learning and data mining techniques required.
  • Market knowledge or experience in Equities/Futures/Options and/or FX market is a plus.
  • Proficiency in Python (preferred), R, Matlab, C++, JAVA or any other OOP language.
  • Experience in HPC environment would be viewed very favorably.
  • Team oriented mentality extremely important.

 

Responsibilities:

  • Research and develop methods to make existing trading signals more efficient, profitable and robust.
  • Research and develop new trading signals that complement and diversify production strategies in terms of style, source of alpha and markets traded.
  • Extract patterns from a large dataset and transform data into an informational advantage for decision support. Complete other projects as requested by senior management.