Janestreet

Quantitative Researcher

New York, New York, United States. Posted 52 months ago

The role

Quantitative Researchers build models, strategies, and systems to price and trade financial instruments. You will apply experiment design, dataset generation, time series analysis, feature engineering, and model building to financial datasets.

What you will do

  • Build models, strategies, and systems that price and trade financial instruments
  • Apply experiment design, dataset generation, time series analysis, feature engineering, and model building to financial datasets
  • Collaborate with colleagues to refine approaches
  • Train models, architect systems, and run trading strategies
  • Dive deep into market data
  • Tune hyperparameters
  • Debug distributed training performance
  • Study how models trade in production

Required qualifications

  • Able to apply logical and mathematical thinking to all kinds of problems
  • Intellectually curious
  • Strong programmer comfortable with Python
  • Open-minded thinker
  • Precise communicator

Nice to have

  • PhD or other research experience

About the company

At Jane Street, researchers, engineers, and traders work together to train models, architect systems, and run trading strategies using petabytes of data and a large GPU cluster.

Quantitative Researcher at Janestreet | JobZoey