Jane Street Capital is a global proprietary trading firm.
(more about Jane Street)We are looking for an Alternative Data Researcher to work on quantitative analysis of external datasets. Your work will focus on systematic equities strategies to start, but will have the potential to expand to different asset classes and to semi-systematic trading.
You’ll be involved in the whole pipeline, including coordinating with our Data Engineering team to find and onboard new datasets, testing whether a new dataset is additive to our modeling, developing new techniques for analyzing datasets, and defining and implementing signals and trading schedules.
We are looking for someone who has worked with alternative datasets and understands both the landscape of alternative data and problems specific to the area, including (but not limited to) data causality and data crowding. You should be excited to dig into the details along all parts of this process, including thinking about optimal trading schedules, defining new features, examining data for outliers and general data quality issues, as well as shaping the higher-level direction of our alt-data strategy and the growth of our alt-data team.
The problems we work on rarely have clean, definitive answers, and they often require insights from people across the firm with different areas of expertise. We find that we make the most progress when team members collaborate and communicate fluidly. Your success in this role will depend on your ability to balance expertise and intellectual rigor with an open mind to a variety of techniques and modes of thinking.
If you're a recruiting agency and want to partner with us, please reach out to agency-partnerships@janestreet.com.