Senior Research Associate
Senior Associate, Trading Strategy Research (Greenwich, CT)
Duties:
Research, develop, and implement proprietary trading strategies, including working on the implementation of the company’s trading infrastructure. Analyze, develop, and test models for automated financial trading strategies using mathematical or statistical modeling techniques. Use sophisticated mathematical models for quantitative analysis of financial data, extracting price movement forecasts and developing new trading models. Perform mathematical research and analysis in support of the development of complex equity derivative financial instruments. Conduct quantitative research and analysis of trading data to decrease transaction costs and lost opportunity costs. Use optimization techniques to refine models and incorporate them into the company’s proprietary trading strategies. Analyze existing trading models in order to identify problems and improve performance. Develop quantitative models for estimating and analyzing the risk of portfolio investments, as well as models for optimizing such portfolios. Perform statistical modeling and data cleaning. Tools used include: C, C++, R, and Linux.
Requirements
Graduate degree or Ph.D. in mathematics, statistics, computer science or related field that involves complex mathematical or statistical modeling techniques.
Experience in complex data modeling and original research, analysis and development of complex quantitative models.
Strong programming skills in C++ and R
Strong presentation skills
Strong analytical and problem solving skills
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