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About the Role
Jane Street Group, LLC has multiple openings for the position of Senior Quantitative Researcher. This role involves analyzing large datasets, building models, creating trading strategies, and implementing them through code.
Responsibilities
- Independently manage and execute quantitative research
- Implement, configure, and maintain production trading systems in OCaml
- Review and vet research performed by Junior Quantitative Researchers
- Mentor and train Junior Quantitative Researchers in statistical and modeling techniques, financial markets, and idioms of the OCaml programming language
- Liaise with Traders regarding trading opportunities, expectancy, and risks pertaining to proprietary valuation and trading methods
Requirements
- One (1) year of experience working directly with an automated proprietary trading system
- One (1) year of experience applying knowledge of statistics, machine learning, model building, and financial time series analysis to the development of proprietary trading strategies
- One (1) year of experience conducting research and performing data analysis and visualization in Python
- Developing and maintaining trading systems using software engineering fundamentals in Python and OCaml
- Learning and building financial asset pricing models for derivatives
- Monitoring and modeling risk across trading portfolios
- All technical requirements for this role may be subject to employer conducted testing to assess minimum proficiency
Skills
- Machine learning techniques
- Statistics
- Model building
- Financial time series analysis
- Data analysis
- Data visualization
- Python
- OCaml
- Software engineering fundamentals
- Financial asset pricing models
- Derivatives
- Risk modeling
Location
- New York, NY
Work Type
- Part time telecommuting may be permitted with manager approval
Experience Level
- Senior
Education Level
- 3 or 4 year Bachelor’s Degree in Mathematics, Physics, Engineering, Computer Science or a related scientific or quantitative field or foreign equivalent
About the Company
- Jane Street Group, LLC