Job Location: 100 Avenue of the Americas, New York, NY 10013

Note: Company “Hybrid” work attendance policy: In-office work attendance required at the aforementioned office address for collaboration days based on each team’s requirement; telecommuting / working from home is permissible for remainder of the same month.

Duties: Research, design and develop sophisticated computerized predictive systems for financial markets by applying advanced statistical and mathematical analysis and quantitative modeling techniques. Build complex and automated equity predictive models using financial economics theory and advanced statistical modeling skills including regression, time-series analysis, machine learning methods and deep neural network models. Collect, clean and analyze large financial datasets. Extract information from large-scale unstructured text data using Natural Language Processing techniques. Formulate and solve challenging mathematical problems encountered in the financial investment trading process. Develop production-quality and highly-tuned numerical computer code. Originate fresh investment ideas with knowledge of financial market empirical anomalies as well as through keeping abreast of the latest research findings in finance and machine learning academic journals.

Minimum education required: Bachelor’s Degree in Computer Science, Electrical Engineering, Mathematics, Statistics or Physics.

Skills required: Must have knowledge of the following quantitative skills and technologies: Statistical analysis including regression analysis, time series analysis, and machine learning methods for building predictive models; ability to collect and clean large datasets and analyze statistical patterns; Statistical Learning Algorithms; Python; the Linux operating system; ability to design experiments for model/algorithm comparisons and model sensitivity/robustness analysis; and Probability, Statistics and Linear Algebra. Must 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.

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