Quantitative Analyst, Quantitative Research
Core
Design, implement, and support enterprise quantitative models and systems to solve practical problems in the financial industry.
Role type
Quantitative Analyst (Model Research & Development)
Builds
In-house quantitative R&D platform, analytics tools, and model analytics frameworks
Domain
Financial services / Quantitative finance
Deliverable
production ML models
Required skills
C++, Python, SQL, stochastic processes, probability theory, numerical methods, data analysis
Preferred skills
Production environment C++/Python/SQL, object-oriented programming, Options Pricing Theory, Data Analytics
Technologies
C++, Python, SQL
Responsibilities
Research and design innovative quantitative solutions; Develop and support in-house quantitative R&D platform; Design quantitative model analytics frameworks; Create test data sets and portfolio strategies; Investigate model behavior and recommend improvements; Analyze large data sets including market/liquidity data