Quanta Search is Hiring a Quantitative Researcher for a Systematic Investment firm Near New York, NY
Our client is one of the world’s premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures, and foreign exchange. The core of this effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.
Role/Responsibilities:
Research and develop automated, rigorous, and innovative anomaly detection methods
Develop models to explain unusual patterns or events
Apply new models to data processing and trading activity monitoring infrastructure
Conduct signal generation research
Collaborate with colleagues to transform intuitions into rigorous research methodology
Requirements:
MS or PhD in statistics, engineering, applied math, computer science or other quantitative field with a strong foundation in statistics
2 years of work experience at a financial services firm
Demonstrated proficiency in Python, SQL R, or C/C
Familiarly with data science toolkits, such as scikit-learn, Pandas, keras, and tensorflow
Strong command of foundations of applied and theoretical statistics, linear algebra and vector manipulation, and machine learning techniques
Understanding of the nuances and pitfalls of common models and modeling approaches, such as analyzing time-series based data vs. other types
Ability to quickly and efficiently scrub, format, and manipulate large, raw data sources
Strong knowledge of financial markets, instruments, and modeling/valuation is a plus
Interest in experimenting with new types of data visualization is a plus