Quantitative Researcher (Equities)

About the Position

Responsibilities

• Investigate existing equities, commodities, and FX pricing models and propose improvements.
• Calibrate new models for unique market environments.
• Reverse engineer how the rest of the world behaves in different market environments.
• Develop databases of information, utilizing our expansive existing resources, to assist with new ideas and research.
• Explore trading ideas by analyzing market data and market microstructure for patterns
• Participate in the idea-generation process with other traders and developers.

Required Skills

• An advanced degree in a quantitative field such as computer science, engineering, mathematics, statistics, or one of the hard sciences.
• Demonstrated expertise in statistical analysis. Ideally 5+ years of experience within quantitative research.
• Programming skills in Python is a must and experience with VBA, R, Matlab, Java would be a good complement.
• Exceptional communication both written and verbal and have the ability to handle multiple tasks in a time sensitive, fast paced, collaborative, collegial environment.
• The ability to work and solve problems as part of a team, often in a high-pressure environment.
• Successful candidates will have a passion for the financial market, working with large amounts of data and are strategic thinkers. Must be organized and detail-oriented and have the ability to manage multiple work streams.