High Frequency Fund Hiring 2 Year Quant Researcher
Core
Developing mathematical models to solve difficult stochastic problems, analyzing algorithm convergence, estimating predictive functions from large datasets, and translating models to fast computational methods.
Role type
Quantitative Researcher (High-Frequency Trading)
Builds
Mathematical models and fast computational methods for high-frequency trading
Domain
High-frequency trading, stochastic modeling, numerical analysis
Deliverable
production ML models
Required skills
stochastic modeling, algorithm analysis, predictive function estimation, C++ (UNIX), Python/R data analysis, LaTeX typesetting, mathematical modeling
Preferred skills
peer-reviewed publications in optimization/algorithms/statistics/numerical analysis/signal processing/operations research
Technologies
C++, Python, R, LaTeX
Responsibilities
Develop mathematical models to solve stochastic problems; Analyze convergence and boundedness properties of algorithms; Estimate predictive functions from large datasets; Translate models to fast computational methods; Collaborate with researchers and developers to implement models
Seniority
Mid-level (2+ years experience)
