Quantitative Researcher (Trading and Execution)

At Schonfeld Strategic Advisors LLC (New York, NY and Miami, FL). Resp for re-envsng Schonfeld’s data pltfrm, incl dvlpng quant fin prdcts used to inform indvdls or fin insts engaged in saving, lending, invstng, brrwng, or mngng risk. Reqs Master’s deg in Fin, Fin Engg, Math, Statistics, CS, Comp Engg or a rltd field or frgn equiv, fllwd by 3 yrs prog resp exp as a Quant Rsrchr or Quant Dvlpr or an equiv role w/in the fin srvcs industry. Exp must incl: 3 yrs exp in each of the fllwng: utilizing adv prgrmmng langs, such as Python & C++; dsgng, dvlpng, & imprvng fin models & anlytcs for exec rsrch & quant trdng; bldng & clbrtng mrkt impact models for use in RT sys & simulations; & Linux pltfrm, Kdb+ database, Q lang, & ML SW pkgs such as scikit-learn; & 2 yrs esp in lvrgng fin anlys to create math models to dev imprvd tools or adv fin instruments. Telecmmtng prmttd up to 2x/wk must be avail during nrml biz hrs (9am-6pm ET) & must wrk out of NY/FL office rest of wk. Exp. base pay: $225k-$225k based on info at time post was gnrtd. May also be elig for otr frms of comp incl pfrfrmc bonus & competitive benefits pkg. Actual comp for succ candidate TBD based on var of fctrs incl skills, qual, & exp. CV to Mari Merlo at mmerlo@schonfeld.com.