Our client is searching for an experienced Quantitative Researcher to join their New York office. The successful candidate will join the ETS desk. ETS focuses on identifying signals in the market and developing strategies to capture the opportunities those signals represent.
Responsibilities:
- Analyze terabytes of data, identifying market signals representing new strategies, and refining the performance of existing strategies.
- Operate strategies in production, managing hedges and re-parameterizing the trading model to respond to live market events.
- Extend and optimize the research and development platform, streamlining the strategy development
Requirements:
- Python programming with a focus on data analysis (i.e. familiarity with pandas, scipy and numpy modules).
- SQL programming with a focus on time series joins.
- Bash scripting.
- Advanced statistical analysis skills.
- Experience with large data sets.
- Passion for markets, trading and games.
- Creativity.
- An analytical mind.
- Strong communication skills.
- 2+ years professional experience.
Nice to have:
- Trading/market experience.
- Experience with option/derivative pricing models.
- Experience with query optimization.
- HPE Vertica.
If you would like to be considered for the position of Quantitative Researcher, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team
