Overview

 The Quantitative Research team at SIG works with traders and software developers in the development, testing, and implementation of SIG’s proprietary trade strategies.

 

As a Quantitative Research Associate, you will apply considerable mathematical skills in areas of:

probability and statisticsstochastic processesnumerical analysis and optimization of trading derivative modelsdeveloping and implementing computer based trading systems for large-scale trading strategies

 

You will have the opportunity to learn from and work alongside experienced experts in the quantitative research field in an educational environment. Mentorship, classroom experiences, and a specific quantitative research speaker series contribute to the on-going education of quantitative research associates.

What we're looking for

Required Qualifications

PhD  or equivalent academic degree required in Mathematics, Physics, Statistics, Operations Research, Computer Science, Electrical Engineering or a related fieldAbility to model using large data setsStrong programming skillsExcellent written and verbal communication skillsAbility to learn quickly and thrive in a fast-paced, dynamic environmentExperience in at least one of the following: C/C++, C#, Python, R, Matlab

 

 

Preferred Qualifications

Working knowledge of derivatives pricing theories and data/time series analysis