Senior Quantitative Researchers
Jane Street Group, LLC has openings for Senior Quantitative Researchers -
multiple openings 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
- Independently managing and executing quantitative research;
- Reviewing and vetting research performed by (Junior) Quantitative Researchers;
- Mentoring and training (Junior) Quantitative Researchers in statistical and modeling techniques, Financial markets, and idioms of the OCaml programming language;
- Liaising with Traders regarding trading opportunities, expectancy, and risks pertaining to proprietary valuation and trading methods; and
- Implementing, configuring, and maintaining production trading systems in OCaml.
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 2 years of progressively-responsible experience
conducting quantitative research in the context of financial markets.
Experience must include:
- 1 year of experience developing software in OCaml;
- 1 year of experience analyzing and building models for financial asset prices in python and pandas;
- 1 year of experience contributing to and maintaining a large production codebase.