The Quantitative Research team at SIG works with traders and software engineers in the development, testing, and implementation of pricing models and technical tools. As precise indicators of any security's "true" value, these highly complex models are the roadmap for SIG's daily trading activities.
Quantitative Researchers apply their considerable mathematical skills in areas such as probability and statistics, stochastic processes, numerical analysis and optimization using Terabytes of data to construct models essential to trading derivatives. In addition, the research team has developed and implemented computer based trading systems that successfully execute sophisticated large-scale strategies independent of human interaction.
What we're looking for
Ph.D. in mathematics, physics, statistics, computer science, electrical engineering or related fields
At least two years of professional experience in model development and quantitative research
Strong programming skills in C++ and Matlab or Python
A working knowledge of derivatives pricing theory is desirable
- Experience in data and time series analysis strongly preferred
Demonstrated experience working with and drawing conclusions from large datasets
For more information, please contact/send your resume to Mike Pachella at email@example.com.
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To submit your resume please reply to the above e-mail with your resume attached.
Send an e-mail to the above address with your resume attached.