We are seeking candidates with outstanding academic credentials to join our team of Quants. Quants contribute to the development and evaluation of systematic strategies which harness statistically-based predictive signals associated with various market inefficiencies. Successful applicants will receive training commensurate with their experience and development.
Job Responsibilities (include, but not limited to the following):
- As a member of a small team, design, develop and implement an innovative quantitative methodology for firm wide portfolio optimization.
- Develop methods and tools to evaluate and optimize the firm's trading strategies and trading signals
- Design and run experiments to test hypotheses about the market and/or the firm's trading signals
- Perform analyses on the firm's historical trading to improve profitability
- Take new ideas, methods, or models and implement them efficiently in code
- Deal with other quantitative tasks faced by the company
- Ph.D. in Mathematics, Physics, or Computational Mathematics is necessary (the interview process can be started if a Ph.D. is pending within 3-4 months)
- Exceptional record of achievement proven by several of the following requirements: authorship of scholarly articles in peer reviewed publications and citations of said articles; participation in major conferences; receipt of significant national or
internationally recognized prizes; membership in professional associations requiring outstanding achievements for membership; and published materials about your achievements. We expect successful candidates to have at least 3 papers in peer reviewed journals
- Interest in applying mathematical models in the field of quantitative finance
- Critical thinking
- Good knowledge of English
- Knowledge of programming (C++, Python) is desired but not required
- Knowledge of finance is not required