New York, New York, United States
Duties: Research, design, develop, and back-test predictive financial statistics-based modeling systems by using advanced equities quantitative modeling, math and statistical and machine learning analysis skills. Perform exploratory data analysis using quantitative and statistical techniques on the company’s trading data sets. Provide feedback to the current trading system and identify ways to improve the company’s portfolio management and trading system. Develop production quality, high-reliability, and highly tuned numerical program code. Monitor live trading and assume responsibility for production support duties.
Minimum education required: Doctoral Degree (PhD) in Mathematics, Statistics, Computer Science, or Operations Research.Skills required:
Analyzing and modeling large and unstructured datasets;
Applied probability and statistics, including linear models, generalized linear models, time series modelling and their applications in real world data analysis;
Machine learning models and using these sophisticated models;
Python and SQL;
Writing production-quality, robust and efficient code in Java;
Conducting research in a highly quantitative field of science; and
Algorithmic game theory and simulation.