The Role:
We’re seeking a Quantitative Researcher to tackle challenging, longer-term
problems that drive our trading strategies forward. Unlike the fast-paced,
short-cycle puzzles solved by our quantitative traders, you’ll dive into
ambiguous problems that require deep mathematical intuition, independent
research, and creative model development. Your work will transform sometimes
vaguely defined trading challenges into practical, sophisticated solutions
that enhance our firm’s edge.
Key Responsibilities:
- Formulate and solve complex problems in options pricing, risk management, or market dynamics, often with time horizons spanning weeks to months.
- Develop robust, data-driven models that balance theoretical rigor with practical application, using mathematical and statistical techniques.
- Collaborate with traders to understand their high-level needs, translating problem descriptions into actionable research questions.
- Conduct independent research to identify novel approaches, leveraging academic literature, market data, or proprietary datasets.
- Prototype and iterate on solutions, ensuring they are implementable within our low-latency trading systems.
- Present findings and recommendations to trading and technology teams, fostering a culture of knowledge-sharing.