SIG is seeking to employ a creative and self-motivated individual with superior statistical, computing and communications skills to work on a variety of quantitative research projects. The successful candidate will be detail-oriented, excited about financial markets and enjoys solving real-world problems involving large data sets. He/she will thrive in a collaborative and diverse environment where outcomes are key.
The Quantitative Strategist at SIG works with traders and software engineers in the development, testing, and implementation of pricing models and technical tools. As precise indicators of any security’s “true” value, these highly complex models are the roadmap for SIG’s daily trading activities.
Quantitative Strategist 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 team has developed and implemented computer-based trading systems that successfully execute sophisticated large-scale strategies independent of human interaction.
In the role you will:
Analyse market data from across multiple exchanges. Use it to produce actionable trading ideas.
Help to maintain and extend existing quantitative pricing systems and models.
Create tools for finding and analysing patterns in data.
Contribute to the development of new software systems for trading and analysis.
Develop simulators/frameworks for the rigorous testing of trading ideas.
What we’re looking for
Extremely strong mathematical skills
Excellent programming skills. Experience with Python is an advantage.
Experience with statistical analysis and modelling.
The ability to work autonomously and to multitask.
Effective analytical and problem-solving skills.
An understanding of financial markets a large plus.
Trading experience is not required but also beneficial
We don’t post salary ranges externally so any salary estimate you see listed here was not provided by SIG and may not be accurate.
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.