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: Use statistical analysis and quantitative modeling to research, design, and implement complex quantitative investment strategies. Collect, clean, and analyze large datasets. Apply probability theory, machine learning algorithms, and advanced modeling techniques to design quantitative predictive models for making financial investment decisions. Use quantitative data mining, specialized learning algorithms, and tuned computer algorithms to implement secure, reliable, robust, and sophisticated trading strategies. Use statistical inference, linear algebra, and asset pricing theory to mathematically analyze and quantify trading algorithms and financial investment decisions. Research and implement novel portfolio construction methods using knowledge of quantitative modeling, linear algebra, optimization theory, and calculus.

Minimum education required: Bachelor’s Degree in Mathematics, Applied Mathematics, Statistics, Mathematical Economics, Computer Science and Engineering, Electrical Engineering or a related quantitative field.

Skills required: Must have knowledge of the following quantitative skills and technologies: quantitative analysis, including quantitative model-tuning/finetuning and evaluation for both theoretical and real-world quantitative modeling systems; Time-Series analysis, including regression analysis and principal component analysis; Machine Learning and Bayesian statistics, including their applications in Quantitative Finance; Probability theory, statistical analysis, hypothesis testing, and Bayesian methods; Simulation analysis, optimization methods, Markov decision processes, and Monte Carlo simulations; Calculus and linear algebra and convex optimization; Python, Pandas, NumPy, SciPy, and Sklearn; and Asset Pricing Theory, including pricing financial assets and derivatives. 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.