Senior Quantitative Researcher (OCaml Experience)

• Posted 3 days ago • Updated 3 days ago
Full Time
On-site
Fitment

Dice Job Match Score™

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Job Details

Skills

  • Management
  • Mentorship
  • Valuation
  • Mathematics
  • Physics
  • Computer Science
  • Quantitative Research
  • Algorithmic Trading
  • Statistics
  • Machine Learning (ML)
  • Time Series
  • Research
  • Data Analysis
  • Visualization
  • Software Engineering
  • Python
  • Objective Caml
  • Finance
  • Pricing
  • Derivatives
  • Modeling
  • Trading
  • Testing
  • Telecommuting
  • SQR

Summary

Jane Street Group, LLC has multiple openings for the position of Senior Quantitative Researcher in New York, NY.

The position duties are as follows: Independently analyze large datasets using a variety of machine learning techniques, build and test models, create new trading strategies and write the code that implements them. Day-to-day job duties include:
  • 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; and
  • Liaise with Traders regarding trading opportunities, expectancy, and risks pertaining to proprietary valuation and trading methods.

The position requires a 3 or 4 year Bachelor's Degree in Mathematics, Physics, Engineering, Computer Science or a related scientific or quantitative field or foreign equivalent plus one (1) year of experience in any occupation where an individual gains experience conducting quantitative research in the context of financial markets. Experience must include:
  • 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; and
  • Monitoring and modeling risk across trading portfolios.
  • All technical requirements for this role may be subject to employer conducted testing to assess minimum proficiency.

Part time telecommuting may be permitted with manager approval.

Ref. SQR26
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.
  • Dice Id: 90922487
  • Position Id: 24720254
  • Posted 3 days ago
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