Quantitative Researcher, Machine Learning

As a Quantitative Researcher, you will join a small trading team with a macro-RV mandate. You will be tasked with solving challenging problems arising in a trading environment while utilizing statistical and machine learning techniques as the group continues to research and deploy new strategies. You will join a team with a start-up feel, and work directly with experienced traders that are intellectually curious across the spectrum of finance, mathematics, and technology.

How you will make an impact:

• Formulate and apply mathematical modeling and quantitative techniques such as machine learning or econometrics to systematically identify and monetize trading opportunities across markets, with an emphasis on global fixed income
• Work closely with traders and researchers to build, automate and improve existing trading and monitoring tools, strategies and research infrastructure
• Keep abreast of the latest academic and market research in order to advance the groups research agenda

What you bring to the team:

• Degree in a technical discipline from a top university with a focus on statistics, machine learning, econometrics, or related fields, and a GPA > 3.7/4
• 1-2 years of full-time professional experience or multiple internships as a Quantitative Researcher applying statistics and machine learning techniques to real-world datasets, preferably in the financial markets (though strong candidates in tech will also be considered)
• Proficiency in Python programming using the machine learning stack: numpy, pandas, scikit-learn, keras, tensorflow, pytorch, etc.
• Solid mathematical and analytical ability, including in-depth knowledge of statistics; working knowledge of standard ML algorithms, including SVMs, random forests, boosting, k-means, neural networks, etc.
• Self-motivated and able to work collaboratively and productively with others
• Strong sense of accountability and desire to continuously learn
• Excellent written and verbal communication skills to report research results as well as methodologies