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QUANTITATIVE RESEARCHER

SCHONFELD STRATEGIC ADVISORS   MIAMI, FL   Full-time     Finance
Posted on April 24, 2022

QUANTITATIVE RESEARCHER

(SYSTEMATIC MACRO

TRADING STRATEGIES)

Schonfeld Strategic Advisors LLC (NY, NY & Miami, FL). Rspnsble fr dvlping, anlzying, & implmnting key ststcal trdng strtgies to pwer Schonfeld’s prptry invstmnt prtflios. Stdy lrge, mltivriate data sets to uncver ststical pttrns & rltionships by applyng time-srs, sgnl prcssing, & mchine lrning tchniques; Rsrch dta-prcssing, aplha dvlpmnt, price predctn, prtfolio constrctn, and excutn cmponts fr systmatic trdng strtgies; apply advncd mthmaticl modlng tchnques to vrfy & adpt trding strtgies to crrpsnd to evlving real wrld cnditns; keep abrst of the state of the art ststical rsrch, adpting new tchniques & ststical mthds to fncial dtasets, & implmnting resrch modls in prdction; bld trding simultion systms & exctuion algrthms tht utilze spclized knwldge of fncial mrkets, exchngs, and prodcts; and use problty thry & mrkt exp to dvlp trnsfrmtion fnctions tht cn be effctvly used as sgnals in trdng strtgies. Req a MS in CompSci, Math, Comp Eng, Comp Fin, InfSystms, or a clsly-rlted quant field or frgn equiv & at least 5 yrs of progsvly-rspnsbl exp as a Quant Anlyst, Quant Rsrchr, or Quant Trdr or in an eqv role. Exp must incl: 5 yrs exp dvlping, anlyzing, & implmnting ststical trdng strtgies; 5 yrs of exp wrking w/lrg mltivriate data sets to uncver pttrns & rltionships by applying time-sries, ststical infrnce, & mchine lrning tchniques; 5 yrs exp utlzing prbblity thry, ftre eng, & mrkt exp to create trnsfrmtion fnctions tht cn be effctivly used as sgnals in prtfolio cnstrction or exction strtegies; 4 yrs of exprnce blding trding smltion systms and wrting sftware reqd fr cnncting to exchnges fr routing ordrs & prsing mrket data; 3 yrs of exp dvlping & mnging intrctions w/ext apps using low-level C++ & clean cding dsgn prcnples; 3 yrs exp prcipting in dsgn & code rviews, dsgning & wrting autmted unit & fnctional tsts, & slving prdction prblms in a team-ornted envirmnt. Telcmtting prmtted 2 dys/week max - mst live wthin rsnble cmmting disntce of company’s NY, NY or Miami, FL offc.  Click to apply.