Senior Quantitative Specialist (Algorithmic Market Making desk (QMM)

Senior Quantitative Specialist (Algorithmic Market Making desk (QMM) (SG Americas Securities LLC, New York, NY)

Support a team of quantitative analysts who provide essential quantitative support to algorithmic trading Desk and co-lead the effort of the dedicated quant to perform data cleaning, data analysis, in the improvement of statistical models and in designing new strategies 10%. Work closely with IT team to ensure that the infrastructure supporting Quant tools developed by the team in Amer is robust and capable of handling new challenges. This includes maintaining the tools developed for signal research, data cleaning and data analysis 15%. Drive innovation by working on projects that incorporate new machine learning techniques and artificial intelligence, closely working with traders and IT teams to assess whether they could be used and integrated into the desk processes 25%. Mentor the junior team members, provide guidance on new cutting-edge technologies and foster collaboration and knowledge sharing withing the desk 10%. Design and implement statistical signals to improve estimator of future instrument fair value utilizing index rebalancing methodologies and equity market micro-structure 15%. Work closely with the trading team to generate and test trade ideas with historical data 15%. Present signal to traders and head of desks to be added to existing strategies or to create new strategies 10%. Salary: $220,000 - $275,000 per year.

MINIMUM REQUIREMENTS: Master’s Degree or U.S. equivalent in Statistics, Mathematics, Financial Engineering, or related field, plus 4 years of professional experience as a Quantitative Analyst, or any occupation/position/job title performing Quantitative signal research in the equity (cash & derivatives) space at a financial institution.

Must also have the following: 4 years of professional experience working on signal used in systematic quantitative strategies life cycle (including initial design, first implementation, back tests, iterations with traders, and continuous monitoring of the performance of the signal. 4 years of professional experience researching and analyzing new systematic risk premia strategies and existing strategies to identify possible enhancements, studying competition, and implementation of designs based on research. 4 years of professional experience using Python or R, performing development and quantitative modeling analysis in Python, and automation of signal research. 4 years of professional experience performing statistical modeling for analysis, numerical method and optimization, Stochastic Models, and Time Series and Data Structures to design, test and validate low latency signals using tick data and high throughput methods to extract forecasting statistical information. 4 years of professional experience performing quantitative equity research and designing mid frequency signals using fundamental analysis (from price data or financial statements). 3 years of professional experience using neuronal network and Deep Reinforcement Learning to build and optimize a portfolio under nonlinear constraints. 3 years of professional experience performing Quantitative signal research for low latency systematic algorithmic market making.

CONTACT: Please email resume to: us-humn-recruitment@sgcib.com. Must specify Ad Code RHCD in the subject line.