Senior Quantitative Researcher
New York, USA , US$150000 - US$200000 per annum + Benefits
2018-05-30 17:18:40 +0100
Are you interested in building next-gen trading strategies using cutting-edge ML techniques? Are you coming from a strong quantitative background? Do you have experience developing highly complex models using deep learning and reinforcement learning?
My client, a leading asset management firm, is looking to expand their research arm in NYC. In short, they have a develop strategies for idea generation and data collection to analysis and model creation. These highly complex quant models are being built in a research like way which gives you lots of freedom to try new things, through the utilization of cutting-edge ML technologies. The Quants in this team are advancing existing initiatives and pursuing new, previously unexplored research topics. They develop systematic strategies which exploit statistically-based predictive signals associated with various market inefficiencies. From there they then perform analyses on historical trading to improve profitability.
In short, they are looking to build an autonomous algorithm that will spot the optimal time to execute a trade in real time!
- You will be required to identify new opportunities to leverage to leverage their large data sets
- Put together the strategy for technical initiatives
- Build quant strategies from scratch
- Communicate with cross-functional teams
- PhD or MS in Computer Science, quantitative field's, applied math or statistics
- Relevant experience 5+ years in; researching & developing Quantitative models in Stat Arb Equities and/or Futures
- Deep understanding of mathematical and statistical methods
- Production-ready code production using; C, or C++, Matlab, R, Python
- Experience with scale computing and ML at scale
- Obtain the ability to solve complex problems!
Managing This Role
I manage a team of specialist Recruitment consultants, who focus their time purely on sourcing and building relationships with Data Science professionals in Greater New York Cit...Lewis's Full Bio