Quants at SIG
At SIG our Quantitative Researchers work with traders and developers to identify and capitalize on trading opportunities. SIG’s collaborative environment and technological resources enable our team to quickly turn quantitative methods into trading strategies in equities, futures, options and other product groups. We are looking for strong communicators and problem solvers who have a desire to work closely with others in the competitive and constantly changing landscape of financial markets.
What you’ll do
As a Quantitative Research Associate, you will join a group of PhDs dedicated to the research, development, and implementation of trading strategies and pricing models at SIG. You will apply your quantitative skills to source and analyze diverse massive datasets, and draw conclusions on which you will create, analyze, test, and monitor algorithmic trading strategies, construct pricing models, and optimize business practices.
What we're looking for
- PhD or equivalent academic degree in Mathematics, Physics, Statistics, Electrical Engineering, or a related field.
- Strong, practical computing skills. A specific language proficiency is less important than your understanding of what is going on under the hood and your ability to get computers to accomplish tasks efficiently and reliably.
- An ability to work with, make sense of, and draw significant conclusions from extremely large datasets.
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.