Job description
Job Description:
Drive and enhance data-driven investment initiatives. Take on challenges head on such as identifying data sets, working within a robust and diverse set of data domains that have been previously unexplored and developing/generating predictive forecasts and features. Research and design systematic quantitative trading strategies using advanced machine learning algorithms. Apply statistical analysis modeling techniques to many sizes of datasets and advance existing initiatives. Develop deep domain proficiency on underlying behavior and deliver production-grade data curation and analysis.
Minimum Education & Experience Requirements:
Must have a Bachelor’s degree, or foreign equivalent, in Computer Science, Financial Engineering, Engineering, or a related technical/quantitative field. Must have 2 years of experience with Data Analysis and Quantitative Research. The 2 years of experience must include experience with applying statistical methods; coding; implementing financial strategies; quant research in the finance industry; working with equity derivative complex products (options and futures); and QIS (quantitative investment strategies) index development. Position headquartered in Austin, TX, but eligible to work from anywhere in the U.S.
