Job Description :

no H1B

no third parties

must have green card or US citizenship

Location: NYC

- Major Financial services has a quantitative team which will cover all aspects of our Equity, F/X and Futures business ranging from Investment Ideas Generation to Trading Strategies.

Profiling tools, alpha and risk modeling, relative valuations and optimizations are on the menu!
- The goal is to create innovative frameworks and state-of-the-art quantitative models for a variety of clients and job functions including traders, portfolio managers, analysts, research sales, investment bankers, investor relations and many more.

- The team ideally seeks Equity Quants who are creative, open-minded and flexible.
- The Equity Quants will participate in the full life-cycle from hypothesis formulation, research, prototyping through production release.

- Creative mind with attention to details and drive for results
- Strong team-player comfortable interacting with other quants, developers and product managers.
- 4+ years of financial industry experience with Equities. Other asset classes are a plus.

- Market microstructure knowledge and high-frequency trading is a plus
- Experience building advanced statistical methods in a big data environment
- Experience building risk and valuation models
- Knowledge of Machine Learning Algorithms, e.g., Support Vector Machine, is a plus
- Numerical programming experience in Python, Matlab or R
- Ability to code in C++ is a must
- PhD/MS in science/math/engineering/operations research/quant finance