Squarepoint Services US LLC seeks a Senior Quantitative Researcher - Portfolio Construction and Trading for its New York, New York location.
Duties: Perform quantitative analyses to formulate mathematical and simulation models of investment strategies, relating constants and variables, restrictions, alternatives, conflicting objectives, and numerical parameters for the enhancement of trading through computerized algorithms, as well as implementation of models. Utilize comprehensive knowledge of mathematical models and technologies, statistical techniques including regression analysis, machine learning, and statistical inference, and financial and computer skills in order to enhance investment strategies based on equities or other asset classes. Produce and implement sophisticated analyses describing new statistical effects, assessing robustness of effects, and developing new quantitative strategies making use of such effects. Perform validation and testing of trading simulations and reformulate applications using C++, Python, and Object Orientation design methods. Build applications utilizing Shell and Python to automate daily data dependency processing for trading strategies. Utilize KDB/Q and Python to analyze existing strategy behavior and propose improvements. Conduct research on futures, FX, government bond intraday trading strategies and on portfolio construction and market impact. Maintain and enhance framework for trade scheduling across various asset classes including futures, FX, fixed-income, CDX and cryptocurrency. Monitor market impact and cross-impact dynamics for large-scale portfolios. Develop innovative approaches for optimization and monetization of intraday trading strategies
Requirements: Must have a minimum of a Master’s degree or foreign equivalent in Mathematics, Finance, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science, Physics or related field of study and 3 years of experience as Quantitative Researcher, Research Associate, Quantitative Analyst or related position for an investment/asset management organization. Must have at least three (3) years of employment experience with each of the following required skills: Coding in KDB, Python and C++; Systematic trading in fixed income, futures and equities; Market Impact Modeling; Time series analysis ; Microstructure feeds ; Machine Learning. Salary / Rate Minimum/yr: $190,000 Salary / Rate Maximum/yr: $220,000 40 hr/wk. The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available. Squarepoint is an EEO/AA employer.