Quantitative Researcher

Job Description

Job Location: 100 Avenue of the Americas, New York, NY 10013 Note: Telecommuting/work from home is permissible. Duties: Conduct alpha-based quantitative research for financial investment purposes on instruments including equity, exchange-traded funds (ETFs) and futures, and forecast returns using a variety of data sources and techniques. Conduct cutting-edge quantitative research in statistics, machine learning, deep learning, and reinforcement learning. Build predictive financial investment models using quantitative techniques, including statistical regression, time-series modeling, machine learning, and deep learning. Design production-quality, high-reliability, and efficient algorithms and code to implement machine learning and deep learning models used by company for alpha financial investment modeling and trading strategies. Develop quantitative research pipeline and improve existing research workflow for quantitative modeling. Build distributed data processing workflow to enhance quantitative research efficiency. Minimum education required: Bachelor’s Degree in Mathematics, Applied Mathematics, Statistics, or Operations Research. Skills required: Must have knowledge of the following quantitative skills and technologies: advanced linear algebra; multivariate regression methods; statistics and probability theory; Machine learning including deep learning, pattern recognition, statistical learning theory, time-series methods, and their applications in real-world data analysis; Data Science, including cleaning, processing, analyzing, and modeling large, high-dimensional datasets; Python, including NumPy, SciPy, Pandas, Matplotlib, and Scikit-learn; ability to summarize and present academic mathematical/quantitative research to a wider audience (via for instance publication of research in an academic-peer reviewed journal or presentation of research at a mathematical/quantitative research-based conference or university talk/presentation); and design and testing of hypotheses based on available academic literature, practitioner’s whitepapers and sell-side broker reports. Must also pass company’s required skills assessment. Base salary: The base pay for this role will be between $165,000 and $325,000 per year. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental and other wellness plans and 401(k) contributions. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience. #LI-DNI