Title: Quantitative Researcher - Prop Investment Firm - New York, NY
Compensation: $150,000 - $200,000 base + bonus
Summary: An Investment Prop firm in New York is seeking a highly skilled Quantitative Researcher that will be responsible for driving signal research and development. They are looking for highly analytical individual with a profound understanding of model fitting and evaluation, machine learning, statistical inference techniques, market micro structure, and large-scale high-density data manipulation. More specifically, the quantitative team here uses market-micro behavior to strategies the price discover process, while also identifying pricing and volume dynamics in the market.
Unique to this company, is the pod investment management strategies/structure, this will allow qualified candidates an opportunity to work in an intimate and collaborative research and PnL driven environment.
Responsibilities:
- Generate and research alpha to optimize new and existing models. (IE. Stat arb, systematic , US equities)
- Develop research tools and applications for monitoring market and trading data to drive PnL.
- Utilize equity market data to build option trading signals
- Compute High-Speed Code in various programming languages. (C++, Python, R)
- Identify stable research strategies for increasing profitability of trading strategies.
Requirements:
- 3-10 years of applied QR experience on the buy or sell side, supporting a equities desk/PM (Ideally within systematic Equities and/or Futures Statistical Arbitrage or HFT strategies.)
- PhD in Applied Math, Statistics, ML, Computer Science/Engineering, Physics
- Expertise in C++ programming with experience with large scale productions
- Applied industry experience in advanced data research& modeling using Python and/or R
- Extensive experience with designing statistical inference models and high-volume high-dimensional data modeling.
- Extensive knowledge in into global financial exchange micro-structure and micro-behavior
