Quantitative Researcher

Responsibilities

• Build models, strategies and systems that price and trade financial instruments
• Apply experiment design, dataset generation, time series analysis, feature engineering and model building to financial datasets
• Collaborate with researchers, engineers and traders to train models, architect systems and run trading strategies
• Work with petabytes of data and large GPU clusters to improve trading performance

Requirements

• Able to apply logical and mathematical thinking to all kinds of problems
• Intellectually curious; eager to ask questions, admit mistakes and learn new things
• Strong programmer comfortable with Python
• Open-minded thinker and precise communicator who enjoys collaborating across backgrounds
• Experience with data science or machine learning
• Fluency in English

Preferred Qualifications

• PhD or other research experience

About the Company

Jane Street is a quantitative trading firm where researchers, engineers and traders work closely together to solve complex problems in finance.