Senior Quantitative Researchers Position Available In New York, New York

Jane Street Group, LLC seeks Senior Quantitative Researchers – multiple openings (New York, NY)Independently analyze large datasets using a variety of machine learning techniques, build and test models, create new trading strategies and write the code that implements them.

Day-to-day job duties include:

• Independently managing and executing quantitative research;
• Reviewing and vetting research performed by (Junior) Quantitative Researchers;
• mentoring and training (Junior) Quantitative Researchers in statistical and modeling techniques, Financial markets, and idioms of the OCaml programming language;
• Liaising with Traders regarding trading opportunities, expectancy, and risks pertaining to proprietary valuation and trading methods; and
• Implementing, configuring, and maintaining production trading systems in OCaml.

Requires a 3 or 4 year Bachelor’s Degree in Mathematics, Physics, Engineering, Computer Science or a related scientific or quantitative field or foreign equivalent plus 2 years of experience in any occupation where an individual gains experience conducting quantitative research in the context of financial markets.

Experience must include:

• 1 year of experience developing software in OCaml;
• 1 year of experience analyzing and building models for financial asset prices in python and pandas;
• 1 year of experience contributing to and maintaining a large production codebase.

Base salary is $250,000-$300,000/year. Base salary is only one part of Jane Street total compensation, which includes an annual discretionary bonusCV to Nyc-job-applications@janestreet.com Ref. SQE25

Minimum Salary:

250000

Maximum Salary:

300000

Salary Unit:

Yearly