Multiple positions available. Develop specifications and prototypes, facilitating transition of models from research to production. Participate in research project prioritization process, allocating research resources where they will have the greatest impact. Mentor and train junior quantitative researchers and interns. Use strong communication skills (verbal and written) to collaborate with other researchers on multi-asset, multi-market opportunities. Work with junior researchers to analyze terabytes of raw tick data, identifying predictive market signals, and transforming them into new strategies and apply advanced statistical analysis skills while utilizing machine learning algorithms, derivative pricing, and Python (with focus on data analysis including pandas, sklearn, and numpy nodules). Oversee production strategy engine logs, engaging with traders and software developers to refine the performance of existing strategies. Work with junior researchers to extend and optimize research and development platform, streamlining the strategy development process. Engage in full stack development, serving as a senior integral member of an elite internal team. Telecommuting may be permitted. When not telecommuting must report to HAP Capital Advisors LLC, 395 Hudson Street, 10th Floor, New York, NY 10014.Salary: $150,000 - $200,000 per year.
MINIMUM REQUIREMENTS: Bachelor’s Degree or U.S. equivalent in Statistics, Computational Finance, Financial Engineering, Economics, Applied Mathematics, Computer Science, or a related field plus 2 years of professional experience working within a high frequency trading firm performing quantitative research.
Must also have the following special skills: 2 years of professional experience performing statistical data analysis using Python, R or Julia; 2 years of professional experience implementing ML algorithms on large data sets; 2 years of professional experience with stochastic calculus; 2 years of professional experience performing Elite level Python data exploration, transformation, and analysis; and 2 years of professional experience applying machine learning models.
CONTACT: Please email resume to: firstname.lastname@example.org Must specify Ad Code XHKZAL.