HRB
Our client, a successful HF/MF hedge fund, is looking for a Quantitative Researcher for their Market Simulation team.
This person will be part of a centralized team responsible for the Market Simulator research toolsets and data sets used across the firm. The simulation platform is a high-performance system that provides traders with a competitive edge to optimize and execute their strategies.
What you’ll do:
You will be involved in research projects related to latency, liquidity prediction, and algorithmic improvements based on internal trading team requirements. You will need to determine efficient methods to store and analyze large data volumes and develop tools to evaluate market data to enhance trading strategies.
Partner with internal trading teams to build and improve market prediction models using quantitative methods and advanced statistical techniques. Investigate and design data mining and machine learning algorithms. Conduct research to model and forecast future price actions and volatility. Develop and enhance scalable quantitative research frameworks using Python, C++, and other software systems. Research new methods for capturing risk exposure, evaluating risk/reward, and performance attribution across multiple asset classes. Expand the current revenue base by exploring new opportunities. Skills required:
At least 5+ years of experience in Machine Learning and/or Statistics. Strong Python skills. Experience with C++ or similar lower-level languages is a plus. Excellent problem-solving abilities. Excellent compensation package and relocation assistance offered to the right candidate. #J-18808-Ljbffr
This person will be part of a centralized team responsible for the Market Simulator research toolsets and data sets used across the firm. The simulation platform is a high-performance system that provides traders with a competitive edge to optimize and execute their strategies.
What you’ll do:
You will be involved in research projects related to latency, liquidity prediction, and algorithmic improvements based on internal trading team requirements. You will need to determine efficient methods to store and analyze large data volumes and develop tools to evaluate market data to enhance trading strategies.
Partner with internal trading teams to build and improve market prediction models using quantitative methods and advanced statistical techniques. Investigate and design data mining and machine learning algorithms. Conduct research to model and forecast future price actions and volatility. Develop and enhance scalable quantitative research frameworks using Python, C++, and other software systems. Research new methods for capturing risk exposure, evaluating risk/reward, and performance attribution across multiple asset classes. Expand the current revenue base by exploring new opportunities. Skills required:
At least 5+ years of experience in Machine Learning and/or Statistics. Strong Python skills. Experience with C++ or similar lower-level languages is a plus. Excellent problem-solving abilities. Excellent compensation package and relocation assistance offered to the right candidate. #J-18808-Ljbffr