NY Staffing
Job Posting: Quantitative Researcher
Conduct technical investment research on North America and European credit market covering a broad range of products to develop data-driven investment strategies. Work within the Credit Trading team as a quantitative researcher. Perform technical analysis by using a host of computer programming and statistical based languages, such as Python, SQL, etc.
Requirements: Bachelor's degree in Mathematics, Economics, or related engineering field plus three (3) years of professional experience in a front-office role/position/occupation in Fixed-Income Secondary Markets. Experience must include:
- Performing machine learning (Decision Trees Clustering) on large datasets (logistic regression, linear regression, random forest, K-means clustering, and SVM);
- Performing data acquisition, data cleaning, data refinement, data transformation, and feature engineering using SQL, KDB, Java, Python, and SciPy;
- Performing statistical modeling (multi-factor models, regression analysis, PCA, and econometrics);
- Risk management (VaR, CVaR, stress testing, and scenario analysis);
- Portfolio optimization (mean-variance optimization, risk parity, constraint handling, shrinkage model, factor investing, and multi-objective optimization);
- Conducting data analysis and visualization using Pandas, NumPy, and Matplotlib;
- Applying financial theory to price credit instruments, derivatives, and structured products;
- Identifying market inefficiencies, analyzing large datasets, and deriving actionable insights;
- Hypothesis testing and validation (A/B testing and significance testing);
- Working with APIs, data pipelines, automating data workflows, Back-testing Frameworks, and Financial Engineering and Derivatives Pricing (Options, Swaps, and Bonds).
$175,000 ? $250,000/year.
Qualified applicants may send resumes to Laurion Capital Management LP via email, and reference Job Code # QR01.