Entry-Level Quantitative Researcher

Quant Blueprint LLC; New York, Miami (NY, FL); On-site; USD 225,000 - 300,000; Full time

Job summary

Quant Blueprint LLC is seeking a quantitative researcher to develop and test advanced trading strategies. Candidates must hold a PhD in mathematics, statistics, or related fields, and have strong skills in probability and statistical analysis.

The role involves back testing and implementing models in a fast-paced trading environment, requiring excellence in analytical skills and communication. Opportunities are available in Miami and New York.

Qualifications

• PhD degree in mathematics, statistics, physics, computer science, or another highly quantitative field.
• Strong knowledge of probability and statistics.
• Prior experience working in a data-driven research environment.

Responsibilities

• Develop and improve mathematical models and translate algorithms into code.
• Back test and implement trading models in a live environment.
• Conduct research and statistical analysis for trading signal monetization.

Skills

Knowledge of probability and statistics

Experience with Python

Experience with R

Experience with C++

Strong analytical skills

Research experience

Education

PhD in a quantitative field

Job description

At Citadel Securities, a leading global market maker, our team of quantitative researchers models the markets and brings trading strategies to life every day. Specifically, this team develops and tests automated quant trading strategies using sophisticated statistical techniques. You'll get to challenge the impossible in quantitative research by applying sophisticated and complex statistical techniques to financial markets, some of the most complex data sets in the world.

Your Objectives

• Conceptualize valuation strategies, develop, and continuously improve upon mathematical models and help translate algorithms into code
• Back test and implement trading models and signals in a live trading environment
• Use unconventional data sources to drive innovation
• Conduct research and statistical analysis to build and refine monetization systems for trading signals

Your Skills & Talents

• PhD degree in mathematics, statistics, physics, computer science, or another highly quantitative field
• Strong knowledge of probability and statistics (e.g., machine learning, time-series analysis, pattern recognition, NLP)
• Prior experience working in a data driven research environment
• Experience with translating mathematical models and algorithms into code (Python, R or C++)
• Independent research experience
• Ability to manage multiple tasks and thrive in a fast-paced team environment
• Excellent analytical skills, with strong attention to detail
• Strong written and verbal communication skills

Opportunities available in Miami, New York.

In accordance with New York City's Pay Transparency Law, the base salary range for this role is $225,000 to $300,000. Base salary does not include other forms of compensation or benefits.