Description
Rapidly growing financial intelligence firm seeks an extremely talented individual to join our team as Computational Finance Engineer. This is a highly competitive position in which the candidate will work with a unique and extensive set of unstructured, real-time Internet data in order to develop concrete theoretical and applied models for generating alpha. The candidate will be working under the guidance of well-known and established experts in the field of quantitative finance and artificial intelligence, and research may lead to one or more published whitepapers in respected journals, as well as contributing to product evolution.
The perfect candidate has a strong passion and determination to seek out profits through analysis of unconventional market data and test his/her theories in a practical environment. Candidates should be able to thrive in fast-paced environments with minimal supervision.
General Requirements
Applicants should hold an undergraduate degree in a quantitative discipline such as mathematics, computer science, engineering, statistics or economics, and should currently be enrolled in a graduate program in applied mathematics or statistics, mathematical or computational finance, operations research, or computer science. Candidates with previous research work in computational finance, artificial intelligence applied to finance, or a related field, will be given preference.
Successful applicants will have a strong theoretical understanding of quantitative methods used in finance, including volatility measures and price forecasting. He/she will also have a strong proficiency in statistics and probability theory, numerical methods and mathematical modeling.
Computation-specific Requirements
Applicants should have excellent skills working with Excel. Experience programming in Python and/or a statistical software package (R, Stata, SAS) is a big plus. Knowledge of other programming languages such as C++ or Java, scripting language such as Perl, or a mathematical package such as MATLAB or Mathematica, is also a plus.
Responsibilities
- Exploring theoretical and applied models for trading equities, fixed-income, and derivatives using unstructured data
- Identifying new sources of data that are of value to quantitative trading models and/or other research studies
International applicants must have high oral and written English proficiency and be able to present the results of their findings to internal and external audiences.
Relevant professional experience is preferred but not required.
About Us
Our small, but rapidly growing company is leveraging leading-edge technologies and data to create innovative financial intelligence solutions. Lead by highly reputable Wall Street and technology veterans with proven track records of entrepreneurial success, our well-funded start-up leverages advanced intelligence technologies to find tradable information on the web and provide our clients with this information before it becomes news. Our service enables our Institutional Investor clients to access, analyze and monetize information gleaned from the internet in a manner previously unthinkable. Our dynamic team shares the enthusiasm and drive to do something truly innovative and is backed with our own personal funds, strategic angel investors, a Tier 1 bi-coastal VC and the family office of one of the most famous and successful hedge fund managers on the planet.
In exchange for your talent and dedication, we are proud to offer an exceptional benefits package, including:
- Competitive salary
- Stock options
- Medical benefits (including vision and dental insurance)
- 401(k)
- Great location in NYC
- Free soda!
Please submit your resume/cv to: elyse [at] monitor110.com and list the job title in the subject line. Thank you.
URL: www.datashaping.com/jobs16853x.shtml
Please mention datashaping.com when applying. Thank you.
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