**Responsibilities: **Create and improve proprietary trading models and
strategies; utilize financial and other data to create or improve predictive
models; develop and/or leverage leading-edge statistical and machine-learning
models to enhance research and development; create algorithms to monetize
predictive signals.
Requirements:
- PhD degree in Mathematics, Statistics or related field
- 6 months of related experience
- Any amount of experience utilizing Python for building data pipeline, performing data analysis on option data, building machine learning models for volatility and visualizing the volatility surface
- Any amount of experience applying and implementing machine learning models to analyze timeseries data and build a detector to locate abnormal values
- Any amount of experience analyzing option market trends and assessing volatility
- Any amount of experience applying stochastic analysis to analyze the option market
Must live within normal commuting distance of worksite. May work remotely up
to 10 days per year.
Salary range: $170,000 to $180,000
Benefits:
- Medical Insurance
- Dental Insurance
- Life Insurance
- Paid Vacation
- Disability
- Incentive Pay
- 401K