Quantitative Strategist

New York, NY

 

Responsibilities

 

  • Research and implement novel pricing models for complex instruments.
  • Research and implement novel predictive models for price movements or asset correlations based on publicly available datasets.
  • Research and implement novel trading strategies for monetizing predictive models.
  • Research methods for the optimal construction of portfolios, subject to risk constraints.
  • Continuously improve knowledge of financial instruments and financial trading venues to help drive the research process.
  • Maintain and improve existing models and strategies.
  • Analyze production performance of strategies compared to simulation performance, in order to improve the simulation backtesting environment.

 

 

Requirements

 

  • Bachelor’s Degree in Computer Science, Mathematics, Statistics, Physics, Engineering or relevant experience
  • Knowledge of statistical learning or machine learning techniques for evaluating predictive relationships, model selection, and discerning structure in unstructured data.
  • Experience using computer languages (R, Python, SQL, etc.) to manipulate data and draw insights from large data sets.
  • Strong problem-solving skills with the ability to both turn around ideas quickly and work on longer term ambiguous projects.
  • Excellent written and verbal communication skills for coordinating across teams.
  • Strong organizational skills and attention to detail.
  • High levels of judgment and ethics are required
  • Entrepreneurial and creative spirit, with willingness to lend expertise where needed
  • A drive to learn and master new technologies and techniques to improve research productivity.

 

 

Note: Qualified candidates will be contacted within 2 business days of application. If an applicant does not meet the above criteria, we will keep your resume on file for future opportunities and may contact you for further discussion.

 

Date Posted 8/29/2019
Salary $150,000 +






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