Quantitative Researcher

COMPUTER SCIENCE, DATA ANALYSIS, DEGREE, EQUITIES, LINUX, MACHINE LEARNING, MATHEMATICS, PERL, PHD, PHYSICS, PYTHON, SQL, STATISTICS
Permanent
Competitive
Telecommuting not available Travel not required

Job Description

Here at ITG, technology is our middle name. Literally. With nearly half of our staff working in technology roles, our technologists empower our business to provide best-in-class service to our clients around the world. From conceptualizing ideas to bringing them to market, ITG engineers work alongside our business units to build technology for institutional traders that enables them to improve returns for investors. The role of the selected candidate will be to participate in the financial model life-cycle from research through client implementation and support.

WE’LL TRUST YOU TO:

• Work closely with ITG’s entire quantitative research group to conduct formal quantitative analyses from the research question formulation to presentation of outcomes, typically including written summaries and/or business recommendations
• Maintain and support of existing models and products, in particular one of our flag-ship products – the Fair Value Model
• Apply principles of modular software development for scientific computing
• Assist with in-depth development of models and processes
• Effectively document use cases and requirements
• Apply statistical, mathematical, and market microstructure theory to conduct investment and trading related research, including data collection, statistical modeling and interpretation, and implementation
• Formally create models of risk, return, and trading cost profiles for equities and other asset classes
• Leverage information design concepts and principles to create compelling and effective charts, tables, presentations and other visuals that convey analytical results clearly and effectively

WHAT YOU BRING WITH YOU:

• Master’s Degree or PhD. in a quantitative field (e.g. applied mathematics, physics, computer science, applied statistics, or economics) with 0-4 years’ work experience in finance of related industry.
• Experience with Linux Shells, and Python, with such packages as NumPy, SciPy, Pandas, etc. is required
• Knowledge of data analysis using applied statistical methods and machine learning techniques (applied knowledge in machine learning software such as TensorFlow and Torch will be preferred)
• Know-how in modular software development for scientific computing (algorithmic implementation, running simulations) is preferred
• Hands-on experience with SQL or other databases is strongly preferred
• Strong desire to develop and integrate quantitative skills within the required scope of designing and implementing analytic solutions
• Demonstrated ability to translate research into usable, value-added tools and information
• Ability and willingness to work with legacy code written in PERL
• Strong written and verbal communication skills, including ability to effectively communicate quantitative topics and concepts
• Ability to work independently, handle multiple tasks simultaneously and adapt quickly to changes
• Highly self-disciplined, detail- and results-oriented

YOU'RE JUST RIGHT FOR ITG IF YOU WANT:

• Willingness and ability to work while not co-located with the rest of the team
• Direct exposure to the decision makers and senior leaders on the business side
• A company that’s investing a sizable amount in its technology department
• Teams that are passionate about continually learning, improving and raising the bar
• A community that values hard work as well as work-life balance
• A company that is committed to giving back to surrounding communities, from LA to Hong Kong and Sydney and the 11 locations in between
Dice Id : DI23832
Position Id : 2018-1326