Quantitative Researcher - Systematic Macro
2 нед. назад
USASeniorOnsite
pythonregression analysismachine learningstatistical inferenceeconometrics
Develop and implement quantitative and econometric models to support investment decisions and automated trading strategies.
Другое
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- Squarepoint Services US LLC seeks a/an Quantitative Researcher - Systematic Macro for its New York, New York location.
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- Duties: On behalf of an investment management firm, advise on the employer’s investment decisions by developing econometric/statistical models to analyze and forecast price movements of financial securities and related economic/policy/political conditions across countries. Formulate mathematical and simulation models of investment strategies, restrictions, alternatives, conflicting objectives, and numerical parameters for the enhancement of trading through computerized algorithms, as well as implementation of models. Utilize comprehensive knowledge of mathematical models and technologies, statistical techniques including regression analysis, machine learning, and statistical inference, and financial and computer skills in order to enhance investment strategies based on equities or other as
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- Requirements: Must have a minimum of a Master’s degree or foreign equivalent in any STEM (Science, Technology, Engineering, or Math) field or Economics and 2 years of experience as a Quantitative Researcher, Investment Process Associate, or related position for an investment/asset management organization. Must have at least two (2) years of employment experience with each of the following required skills: Macroeconomic data and their impact on asset prices; Macroeconomic Relationships; Programming in Python; Statistical Analysis (hypothesis testing, time series analysis, linear regression); Knowledge of worldwide macroeconomic release details; Model building to predict macroeconomic variables ; Knowledge of methods and datasets used by the Bureau of Labor Statistics (BLS) to create various
- Salary / Rate Minimum/yr: $180,000
- Salary / Rate Maximum/yr: $225,000
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- 40 hrs/wk The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available. Squarepoint is an EEO/AA employer.
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