Quantitative Strategies Developer recruitment
Quantitative Strategies Developer
Model financial instruments and perform statistical studies using statistical arbitrage techniques, as well as diagnose and fix modeling problems using quantitative and computational skills. Develop and adjust quantitative reporting tools, systems integration, investment analytics and other tools for company use. Research new datasets and look for forecasting models or quantitative/systematic strategies to add to company's trading system using quantitative techniques such as multivariate regression, principal component analysis, optimization, dynamic programming, Monte Carlo simulation, and stochastic calculus. Perform performance attribution analysis and risk management for portfolios. Research, process, and clean vendor data, such as Factset, Compustat, Bloomberg, IBES, etc. Maintain and improve existing quantitative raw data trading models and software and develop tools using programming experience (i.e. C++). Perform calculation tool development, framework design, mathematical modeling, strategy back testing, quantitative analysis, trading platform design, etc. and provide support to various functions of our company in these areas as required.
Requirements: Master’s degree in Mathematics, Physics or Statistics and two (2) years of experience in the job offered or two (2) years of quantitative analysis experience
Location: New York, NY