Create innovative frameworks and state-of-the-art quantitative models for a variety of our clients and job functions including traders, portfolio managers, and CIOs.
Responsible for the full life-cycle workflow from hypothesis formulation, research, and prototyping through to production release to clients.
PhD/MS in science/math/engineering/operations research/quant finance
Fluency in calculus and stochastic processes
At least 4+ years of financial industry experience, preferably with Bonds, FX or Futures
Experience building advanced statistical methods in a big data environment
Numerical programming experience in Python
A creative mind with attention to details and drive for results
Comfort interacting with other quants, developers, and product managers
Market microstructure and TCA knowledge
Multi-asset experience
Knowledge of Machine Learning Algorithms
Solid programming experience, preferably with Python
