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Senior Quantitative Researcher: OCaml Experience

Jane Street
Senior Quantitative Researcher: OCaml Experience
New York, US
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Job Description

Senior Quantitative Researchers

OCaml Experience

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 duties include:

  • 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. 1 year of experience developing software in OCaml;
  2. 1 year of experience analyzing and building models for financial asset prices in python and pandas;
  3. 1 year of experience contributing to and maintaining a large production codebase.

Ref. SQR23

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