Location: New York,NY, USA
Quantitative Researcher - New York, NY. Apply quant/math/statistical data analysis & machine learning techniqs to research, analyze, formulate & design financial quant models. Min reqs: Bachelor's Degree in Math, Statistics, Computer Sci or related quant field + knowledge of: P&L analysis of global equities trading strategs; financial, math & quant analysis of P&L attribution, risk scenarios & model perform; complex, multidimensional systems represented through big data problems; quant models developmt & fine-tuning for both theoretical & real-world systems; running & analysis of computer sim-ulations; stats analysis on data sets across different electronic markets, alternate data sources & derived trading data; Time Series Analysis of market return data & predictive features (incl. measures from company financial reports) to understand & model concepts incl. trends, stationarity, seasonality & auto-correlation; numer optimization, Regression Analysis & stat inference as applied in quant resrch to understand correlations, multi-collinearity & power of predic-tive features; Machine Learning techniqs incl. tree-based & neutral- network-based methods to discover non-linear interactions between predictive features & fitting models; quant resrch methods used in finance incl. hypothesis formulation & testing, rigorous in-out-sample methodology & ability to write up results; object-oriented progg in Java/C++; distri-buted computing incl. parallel computing; data analysis in R & Python; data science libraries incl. pandas & NumPy; data science progg enviromts incl. Jupyter notebook; data structures & algorithms; source control systems (Git); Unix/Linux envirmts. Must pass firm's reqrd skills assmt. Base pay: $165k - $325k/year (does not incl. other forms of comp/benefits). Note Hybrid work attend policy: In-office work reqrd at below office address for collab days based on each team's reqrmt; remote work permissible for remainder of same month. Send resume to ...@twosigma.com or mail to TS/HR Dept, Two Sigma Investments LP, 100 6 Ave, 16 Fl, NY, NY 10013. Ref Job ID 12689
T Jobs. Keywords: Quantitative Researcher, Location: New York, NY - 10013