You will be a creative and self-motivated individual with superior statistical, computing and communications skills to work on a variety of quantitative research projects. Being detail-oriented, excited about financial markets and enjoys solving real-world problems involving large data sets. You will thrive in a collaborative and diverse environment where outcomes are key.
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 Research Associates apply their considerable mathematical skills in areas such as probability and statistics, stochastic processes, numerical analysis and optimization to the construction of 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.
In the role you will:
- Analyse high-frequency market data from across multiple exchanges. Use it to produce actionable trading ideas.
- Help to maintain and extend existing quantitative pricing systems and models.
- Create tools for finding and analysing patterns in data.
- Contribute to the development of new software systems for trading and analysis.
- Develop simulators/frameworks for the rigorous testing of trading ideas.
What we're looking for:
- Extremely strong mathematical skills, as demonstrated by a PhD, or equivalent research experience, in Mathematics, Finance, Physics or other quantitative field.
- Excellent programming skills. Experience C++ and Python an advantage.
- Experience with statistical analysis and modelling.
- Experience in the Chinese Futures markets.
- The ability to work autonomously and to multitask.
- Effective analytical and problem-solving skills.
- An understanding of financial markets a plus.
We don’t post salary ranges externally so any salary estimate you see listed here was not provided by SIG and may not be accurate.
SIG is not accepting unsolicited resumes from search firms. All resumes submitted by search firms to any employee at SIG via-email, the Internet or directly without a valid written search agreement will be deemed the sole property of SIG, and no fee will be paid in the event the candidate is hired by SIG.