Quantitative Analyst

AE Capital; Indiana (PA); On-site; USD 120,000 - 180,000; Full time

Job summary

AE Capital is seeking a Quantitative Analyst to apply advanced modelling with traders, designing and developing predictive models brought to life by our quantitative developers and software engineers.

We value curiosity, initiative, and collaboration in a Bayesian, data-driven environment, supporting work across data science, ML, stochastic processes, and financial markets. We are a small, agile firm that rewards thoughtful, rigorous research and practical results.

Qualifications

• Master's or PhD in Physics, Atmospheric Science, Mathematics, Computer Science, Engineering or equivalent.
• Exposure to financial markets and software development advantageous but not essential.

Responsibilities

• Design and develop predictive models in collaboration with traders and quantitative developers.
• Apply Bayesian reasoning and empirical inference to identify and prove relationships in financial data.
• Work across data science, ML, stochastic processes, optimization and signal processing to improve models.

Skills

Analytical mindset

Initiative

Unix familiarity

Team collaboration

Education

Masters/PhD in Physics, Atmospheric Science, Mathematics, CS, Engineering

Tools

Matlab

Python

C

Fortran

Job description

The Role

As a Quantitative Analyst you will use your expertise in computer modelling to work with our traders and contribute to the design and development of our predictive models, that our quantitative developers and software engineers then bring to life.

We are a “Bayesian” firm that values intuitive priors and empirical inference to identify and prove a theory or relationship. We are not afraid to explore new ideas and being \"applied academics\" at the core, we will encourage theoretical and practical pursuits in data science, machine learning, stochastic processes, optimization, signal processing and control systems, to name a few. Financial markets are truly the most humbling of all predictive systems and the optimal place to test and hone your skills.

We are a small and agile company that will provide you with the ability to engage and work across all areas of the business and collaborate with all your colleagues to collectively design and build solutions that result in measurable, positive outcomes.

About You

You will need to be articulate, intelligent, naturally inquisitive, and thrive in environments that encourage new ideas and value thought leadership.

You Will Need To Be Able To Demonstrate

• A strong academic foundation with a passion for truth and the scientific method.
• A high-level of initiative and self-motivation.
• Excellent coding skills and deep experience with big data sets (Matlab, Python, C, Fortran, or similar).
• Ideally you will be comfortable in a Unix environment with knowledge of cluster computing.
• A willingness to further develop and specialize your skills including the knowledge of financial markets if you are new to the industry.

Your Background

• Masters or PhD in Physics, Atmospheric Science, Mathematics, Computer Science, Engineering or an equivalent discipline.
• Exposure to financial markets and software development will be advantageous but not essential for the right person.

We are happy to consider entry level and experienced applicants. If you are accountable, professional, enjoy a collaborative high achieving team environment and want to work with some of the brightest and best in the business, we will invite you to undertake a few quick online assessments and then be in touch.

In return we will provide you with a work environment and opportunity that will enable you to thrive, be heard and be valued; plus be very well compensated.