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POSTED 09.20.2016

Quantitative Researcher – Big Data / Machine Learning – Renown HF – NY/CT
Renown HF
Tri-state area
Quantitative Researcher – Big Data / Machine Learning – 3+ years
Job Ref:     NI-103

Our client is a top-tier global HF, currently managing over $10 bn of stable institutional money. The company is a multi-strategy quantitative firm, trading liquid instruments in minute to days frequencies.

To complement its portfolio, our client is looking to add several quants, researchers and developers to its team.

Our client is looking for a Quantitative Researcher to focus on alpha extraction from high volume and/or non-structured financial datasets. The candidate should possess expert-level knowledge of advanced machine learning techniques and be highly proficient in programming. Handle all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, implementation, backtesting, and performance monitoring.

The responsibilities will include

Conduct quantitative alpha research, focusing on, but not limited to, applying advanced statistical learning methods to diverse financial data sets in order to build robust models for forecasting stock risk and returns
Build efficient tools and scalable systems for the team to allow easy adoption of common machine learnings techniques by other researchers in their own research projects
Alpha idea generation, backtesting and implementation
Evaluating new datasets for alpha potential
Participation in maintenance and improvement of production and trading environment

The successful candidate will demonstrate both technical skills and motivation:

MS, PhD or PhD candidates in machine learning, statistics, mathematics, computer science, or other quantitative disciplines; PhD preferred.
Extensive academic and/or professional experiences in advanced machine learning and data mining required.
Minimum of 3 years of work experience developing and applying machine learning methodology for solving complex problems; candidates with financial industry experiences, especially those in a buy-side asset management firm, strongly preferred; Ideal candidate would have 3+ years of experience building financial forecasting models using machine learning algorithms.
Must have strong programming skills in multiple languages such as Matlab, Java, Python, C/C++, SQL and R; capable of writing well-structured robust code for both research and production.
Experience with natural language processing techniques a strong plus.
Extremely organized and detail-oriented, with effective multitasking and prioritization skills.
Highly motivated, willing to take ownership of his/her work, drive to solve problems and work effective under pressure.
Thrive working both independently and collaboratively within a team.
Excellent written and verbal communication skills, willing to proactively engage other team members in fostering a strong collaborative team-oriented research environment.
US working permit or visa, required

The role can be located in NY or in Stamford CT.

To apply for this position, please reference  the job number above with either Recruiters@NavesinkInternational.com or visit

http://navesinkinternational.com/Home/Default.html

Please note that many more positions are available at http://navesinkinternational.com/Home/Default.html

Navesink International is an exclusive executive recruitment company for the financial industry. Founded by recruiters and front-office professionals with decades of experience, Navesink International works with the best clients to attract the best talents, and works with the best talents to attract the best clients. To achieve this double goal, we are raising the standards of professionalism on both sides of the equation.

POSTED 09.20.2016

Researcher – Systematic Options – Renown HF – New York
Renown HF
Tri-state area
Researcher – Systematic Options – 2-7 years of experience
Commensurate
Job Ref:     NI-102

Our client is a top-tier global HF, currently managing over $10 bn of stable institutional money. The company is a multi-strategy quantitative firm, trading liquid instruments in minute to days frequencies.

To complement its portfolio, our client is looking to add several quants, researchers and developers to its team.

One of our client’s teams, specializing in the systematic trading of global derivatives markets, is looking for a highly talented Senior Quantitative Researcher. This is an opportunity for someone with expert-level knowledge of statistical prediction techniques and options to take a leadership role in all aspects of developing and improving the team’s investment process.

The role will include

Design, backtest, and implement predictive models for the direction and volatility of liquid futures, FX, and ETFs
Design, backtest, and implement algorithms for optimal portfolio construction across options and delta one products
Computing Implied Volatility surfaces
Risk Modeling (including option Greeks)
Liquidity and transaction cost modeling
Evaluate new datasets for alpha potential
Contribute to the continuous improvement of the investment process and the team’s research and trading infrastructure

The successful candidate will demonstrate both technical skills and motivation:

MS or PhD in computer science, statistics, applied mathematics, engineering, or other quantitative discipline
Minimum of 2 (ideally 5+) years of work experience as a quantitative researcher for a systematic options trading (volatility arb) business or automated options market maker
Broad statistical toolkit including machine learning, econometrics, large-scale simulation
Proven ability to conduct alpha research (direction and/or volatility) utilizing large data sets, including, but not limited to, intraday tick data
Experience with large-scale portfolio optimization, multi-period optimization, and relevant software libraries and packages
Experience with multiple asset classes (FX, fixed income, commodities, equity indices and options on each of these) a plus
Strong programming skills in languages such as Python, C++, Java, Matlab, and SQL
Keen intuition for markets and their pricing mechanisms
Clear, concise, and proactive communicator
Detail-oriented
Highly motivated, willing to take ownership of his/her work.
US working permit or visa, required

To apply for this position, please reference  the job number above with either Recruiters@NavesinkInternational.com or visit

http://navesinkinternational.com/Home/Default.html

Please note that many more positions are available at http://navesinkinternational.com/Home/Default.html