Quantitative Research Analyst

SIG has an opening for a strategist with a quantitative research background to join our team.  This role could be based in our Philadelphia area headquarters (Bala Cynwyd) or in our New York office.

In this role, you will have the opportunity to leverage your considerable mathematical skills (in areas such as probability and statistics, stochastic processes, numerical analysis and optimization and machine learning) in the development, testing and implementation of models and trading strategies.  Such analysis, in addition to more broadly focused research initiatives, could cross multiple asset classes including equities, options and / or futures.  As this indicates, you will have the opportunity to work on varied and various projects that could come about directly as the result of an idea that you, or the traders you are directly working with, are actively developing. 

If you are looking for a role that will enable you to expand upon your quantitative and technical skills while at the same time providing actionable insight to the trading desk you are supporting, we encourage you to consider this role and apply today!

In this role, you will:

• Develop, test, and implement models and tools for short, medium and long term trading strategies across multiple products
• Communicate and interact with traders and technologists during model development and deployment; creative interpretation and conclusions are encouraged!
• Apply analytical skills to strategy optimization
• Perform associated empirical research and data analysis

• Ph.D. in mathematics, physics, statistics, computer science, engineering or related fields required
• Programming experience required; familiarity with C/C++/Java or C# a plus;  strong object-oriented programming skills also a plus
• Experience working with large data sets required
• Experience with data analysis through the use of machine learning techniques or statistical prediction a plus
• Knowledge of the financial industry either through work experience, coursework, or internships a plus

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.