Duties: Research, develop, and implement proprietary trading strategies, including working on the implementation of the company’s trading infrastructure. Analyze, develop, and test models for automated financial trading strategies using mathematical or statistical modeling techniques. Use sophisticated mathematical models for quantitative analysis for financial data, extracting price movement forecasts and developing new trading models. Perform mathematical research and analysis in support of the development of complex equity derivative financial instruments. Conduct financial quantitative research and analysis of trading data to decrease transaction costs and lost opportunity costs. Use optimization techniques to refine models and incorporate them into the company’s proprietary trading strategies. Analyze existing trading models to identify areas of improvement. Develop quantitative models to estimate and analyze investment portfolio risk and optimize investment portfolio performance.
Minimum requirements: Master’s degree (U.S. or foreign equivalent) in Mathematics, Statistics, Applied Physics, or a related complex quantitative field and one (1) year of experience in a quantitative financial or statistical role. Prior experience must include one (1) year of: complex data modeling; original research, analysis and development of complex quantitative models; C++; and Python. Alternatively, will accept a Ph.D. (U.S. or foreign equivalent) in Mathematics, Statistics, Applied Physics or a related complex quantitative field and experience (any amount), either through past employment, internship or coursework, with: complex data modeling; original research, analysis and development of complex quantitative models; C++ and Python. Salary: $110,000 to $175,000/year, 40 hours/week.
To apply, email resume to hr2@sunrisefutures.com referencing Senior Associate, Quantitative Research – Job ID #00068.
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