About the Role
We are seeking Quantitative Researchers to develop models, strategies, and systems for pricing and trading financial instruments. You will collaborate with experienced researchers, learning about experiment design, data generation, time series analysis, feature engineering, and model building for financial datasets. Our researchers, engineers, and traders work closely together, utilizing vast datasets and extensive computing resources to analyze market data, optimize models, and debug performance.
Responsibilities
- Build models, strategies, and systems that price and trade financial instruments.
- Design experiments.
- Generate datasets.
- Perform time series analysis.
- Conduct feature engineering.
- Build models for financial datasets.
- Dive deep into market data.
- Tune hyperparameters.
- Debug distributed training performance.
- Study model trading behavior in production.
Requirements
- Able to apply logical and mathematical thinking to all kinds of problems.
- Intellectually curious; eager to ask questions, admit mistakes, and learn new things.
- A strong programmer who’s comfortable with Python.
- An open-minded thinker and precise communicator who enjoys collaborating with colleagues from a wide range of backgrounds and areas of expertise.
- Fluent in English.
- PhD or other research experience is a plus.
Skills
- Python
- Data science
- Machine learning
- Logical thinking
- Mathematical thinking
- Experiment design
- Dataset generation
- Time series analysis
- Feature engineering
- Model building
- Hyperparameter tuning
- Distributed training performance debugging
Education Level
- PhD or other research experience is a plus.
About the Company
- At Jane Street, our researchers, engineers, and traders sit a few feet away from each other and work together to train models, architect systems, and run trading strategies.
- We work with petabytes of data, a computing cluster with hundreds of thousands of cores, and a growing GPU cluster containing tens of thousands of high-end GPUs.
- We don’t believe in “one-size-fits-all” modeling solutions; we are open to and excited about applying all different types of statistical and ML techniques, from linear models to deep learning, depending on what best fits a given problem.
- The most successful researchers will be driven by a curiosity for how their contributions fit into the larger picture of our trading operations, and how to adapt their findings into actionable strategies.
- If you’ve never thought about a career in finance, you’re in good company. Many of us were in the same position before working here.
- If you have a curious mind and a passion for solving interesting problems, we have a feeling you’ll fit right in.
