Note: Company “Hybrid” work attendance policy: In-office work attendance required at the aforementioned office address for collaboration days based on each team’s requirement; telecommuting / working from home is permissible for remainder of the same month.Duties: Conduct research to identify and implement strategies aimed at increasing quantitative trading profitability. Perform detailed and in-depth mathematical and quantitative analysis and research on market data and trading behavior. Utilize tick-level data and other large-scale datasets to improve strategy decision making and trading performance. Improve the measurement, control and monitoring of portfolio risk by developing and implementing advanced portfolio management and optimization methodologies. Design and implement systems to provide high execution quality for incoming counterparty orders, ensuring efficient and effective execution of trading strategies. Develop low-latency, high-performance, robust and scalable quantitative trading platforms and software. Develop sophisticated trading simulation frameworks for testing and evaluating strategies in a controlled environment. Collaborate with cross-functional teams, including traders, researchers and developers to ensure the successful implementation and integration of research-driven strategies. Stay updated with the latest industry trends, academic research, and technological advancements in quantitative trading to enhance the effectiveness of research and development efforts.Minimum education and experience required: Master’s degree or equivalent in Statistics, Computational Finance, Mathematics, Computer Science, or related field plus 3 years of experience in software engineering, or related experience; OR PhD degree or equivalent in Statistics, Computational Finance, Mathematics, Computer Science, or related field.Skills required: Must have experience in advanced statistical, mathematical, and computational skills including linear statistical models, probability theory, regression methods, time series methods, numerical methods, and their application in real-world analysis. Must have experience with managing, processing, and analyzing large-scale structured and unstructured datasets, constructing data pipelines, parallel computing, and data visualization. Must have experience with utilizing machine learning tools, such as scikit-learn and TensorFlow. Must have experience with financial instruments and portfolio management, including mean-variance optimization, risk analysis, market structure, behavior finance and cost models. Must have experience with quantitative development using programming languages such as Python, C, C++, Java, and demonstrated knowledge of numerical and computational packages. Must have experience with designing, developing and rigorously testing low-latency, high-performance, robust, and scalable quantitative trading platforms. Must have experience with Linux and Unix environments and experience in bash and shell scripting. Must have experience working with version control tools, such as Git and Mercury. Must pass company’s required skills assessment. Employer will accept any amount of experience with the required skills.Rate of pay: The base pay for this role will be between $165,000 and $325,000 per year. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental and other wellness plans and 401(k) contributions. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.

Minimum Salary: 165000 Maximum Salary: 325000 Salary Unit: Yearly