Overview

The Quantitative Research team at SIG works with traders and software engineers in the development, testing, and implementation of pricing models and technical tools. As indicators of any security's \"true\" value, these highly complex models are the roadmap for SIG's daily trading activities.

Quantitative Research Associates apply their considerable mathematical skills in areas such as probability and statistics, stochastic processes, numerical analysis and optimization to the construction of models essential to trading derivatives. In addition, the research team has developed and implemented computer based trading systems that successfully execute sophisticated large-scale strategies independent of human interaction.

 

What we're looking for
PhD required, but exceptionally well-prepared Bachelors or Masters may also be consideredExtensive study in mathematics, physics, statistics, computer science, electrical engineering or related fieldsExperience in model development and quantitative research.Strong programming skills in C++ and Matlab or PythonExperience in OOP, VB and Excel desirableA working knowledge of derivatives pricing theory is desirableExperience in data and time series analysis strongly preferredSecurities industry experience a plusMust possess excellent communication skills