Published Date
2 weeks ago
Work Arrangement
Hybrid • New York, NY
Open Positions
4 openings
Experience Level
Senior
About the opportunity
Engineer high-throughput statistical arbitrage, risk modeling, and liquidity forecasting algorithms in institutional trading.
What you will do
- check_circle Construct time-series predictive models and volatility estimators leveraging tick-by-tick order book data.
- check_circle Build backtesting simulations and risk analytics accounting for slippage, market impact, and transaction costs.
- check_circle Collaborate with trading desks and risk managers to formulate systematic algorithmic execution strategies.
- check_circle Ensure all quantitative models pass rigorous Model Risk Governance (SR 11-7) compliance requirements.
What we are looking for
- arrow_circle_right Degree in Financial Engineering, Mathematics, Physics, or Computational Finance.
- arrow_circle_right 4+ years experience in quantitative research, financial data science, or statistical trading.
- arrow_circle_right Mastery of Python (NumPy, SciPy, pandas), C++, and time-series econometrics.
- arrow_circle_right Thorough understanding of derivative pricing, stochastic calculus, and market microstructure.
Skills & Tech Stack
Why candidate applications stand out
Verified Technical Credentials
Applications include direct proof-of-work repositories and instructor verification endorsements.
Fast-Track Hiring Visibility
Direct internal referral channels through enterprise partners bypass automated resume discard filters.