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Quantitative Researcher, International ETF Team
Overview
As a Quantitative Researcher on the International ETF team, you will be tasked with finding solutions to challenging and interesting problems. The over-arching goal is to craft a robust and scalable predictive engine to identify and capture mispriced securities throughout the world.
The successful candidates will work closely with senior international ETF traders to understand their global pricing framework. They will gain insight into how the trading strategy operates and how the traders generate alpha. They will see their work directly impact the group’s activities and drive revenue.
The ideal candidate will be a high achiever with a strong quantitative background. They will have a lot of initiative, exceptional problem-solving abilities, and be comfortable managing projects through a full life cycle from initial research to final production. Where necessary, they need to be capable of both designing and implementing stable processes that can be automated and scaled.
Responsibilities
Synthesize quantitative, macro and technical factors to price international securities. Expand and improve our research platform, and assist with integration of pricing into the existing automated trading systems. Build systems to quantify, manage and reduce exposure to risk factors. Build out analytics to assist in the optimization of trading strategies.
Qualifications
- B.S./M.S. from a leading university in a quantitative discipline such as math, physics, statistics, computer science, engineering, or economics.
- At least 2 years of prior relevant work experience. Previous work building or maintaining a research platform is highly beneficial.
- Deep understanding and ability in mathematics and statistics.
- Strong programming skills in Python or C++.
- Excellent communication skills: the ability to express complex concepts in simple terms.
We're proud to employ some of the leading talent in the industry, and we work to ensure our employees enjoy a high quality-of-life.
In accordance with New York City's Pay Transparency Law, the base salary range for this role is $100,000 to $225,000. Base salary does not include other forms of compensation or benefits.
What We Offer:
- The chance to learn from experienced traders at the top of their field.
- Mentorship in decision science, game theory and trading strategy development.
- Perks: Free lunch daily and a fully stocked pantry at our Madison Avenue office.
- Casual dress code.