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2024-10-14

Quantitative Researcher

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Tudor Group
Quantitative Researcher
New York, US
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Job Description

Tudor Investment Corp. seeks a Quantitative Researcher in New York, NY to research tickdata forecasts, including analyzing and researching high frequency tickdata, constructing features to augment existing predictors and implementing tools to asses and summarize tickdata. Train and test models using linear and non-linear methods, including lasso / ridge / elasticnet / LARS, random forests, gradient boosted trees and neural nets. Perform post- trade analysis, including building tooling to identify production shortfalls and areas of underperformance and proposing new features based on realized analysis of systematic trading strategies. May work remotely 2 days per week within normal commuting distance of New York, NY. Requirements: Master’s degree in Computer Science, Mathematics or a closely related quantitative field with coursework in machine learning, statistics, linear algebra, time series modeling and Python. Requires knowledge of C++ and excellence in mathematical ability evidenced by competing in internationally recognized mathematical competition or academic or industry publications or research. Wage range: $1750,000 - $200,000 per year.

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