Senior Quantitative Researcher: Experienced Functional Programming Specialist

Job Description

About the Position

Jane Street Group, LLC has openings for Senior Quantitative Researchers - multiple openings in New York, NY.

The position duties are as follows: Independently analyze large datasets using a variety of machine learning techniques, build and testing models, create new trading strategies and writing the code that implements them. Day-to-day job duties include:

• Independently manage and execute quantitative research
• Liaise with Traders regarding trading opportunities, expectancy and risks pertaining to proprietary valuation and trading methods
• Configure and maintain production trading systems
• Implement production trading systems, including code development on the critical path of an order sent to the market and model code
• Review code, and check for bugs and style
• Write and run historical simulations of strategies
• Train Junior Quantitative Researchers in statistical techniques, financial markets, and idioms of the OCaml programming language
• Review and vet research performed by Junior Quantitative Researchers

About You

The position requires a Bachelor’s Degree in Mathematics, Physics, Engineering, Computer Science or a related scientific or quantitative field or foreign equivalent, plus 2 years of progressively responsible experience with applying machine learning, optimization, and statistical analysis to analyze large time series datasets, build and test models, and find quantitative answers to questions. Experience must include:

• 2 years of experience using a functional programming language, a distributed version control system, Linux, and bash
• 2 years of experience contributing to and maintaining a large production codebase
• 2 years of research experience in a quantitative field

J ane Street Group, LLC is an Equal Opportunity Employer