Job Responsibilities:
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Develop new quantitative strategies in global equity, futures and options markets; support and improve existing trading strategies.
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Analyze large-scale financial data with statistical tools.
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Apply various statistical modeling and inference methods, especially models from Bayesian statistics.
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Utilize optimization methods to enhance the precision and efficacy of trading decisions.
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Process tick-by-tick market data and perform heavy computation on it with parallel computing methods.
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Use advanced data processing, visualization, and analysis techniques to manage the substantial volume of data encountered.
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Use programming languages such as R, Python and C++.
Qualifications:
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Master’s degree in Statistics or Data Sciences.
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One year of experience in developing research in statistical methodology.
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One Year of experience in using tools and skills including statistical modeling and inference, Bayesian statistics, Optimization methods, R programming.
Job Location: Jersey City, New Jersey
To Apply: Send resume to Scientech Research LLC at 30 Montgomery St, Suite 310, Jersey City, NJ 07302. Must refer to code #PYNJ2024.