Quantitative Researcher (CTA-Fixed Income Group)
Apply NowCompany: Squarepoint Capital
Location: New York, NY 10025
Description:
Squarepoint Services US LLC seeks a full-time Quantitative Researcher for its New York, NY location.
Duties: On behalf of an investment management firm, design, develop and support the entire analytics infrastructure used by the fixed income business to value current positions, get risk metrics and compute derived data that is used in the investment process. Uses area of expertise in linear rates derivatives; this covers swaps for G10 and EM markets (Rates, cross currency and inflation markets). Supports the business in developing a comprehensive set of models and ensuring that they run smoothly intraday and calibrate to market data over a long history. Builds out a scalable and reliable infrastructure for rates analytics that supports all the business's needs. That includes fast analytics that are written in C++, Python data handling, and Python client interfaces/jobs. Act as one of the main architects of the library and continue being one of the main designers tasked with its further development. Works within the investment process where the infrastructure built would be relied upon for computing additional metrics that will be used for signal generation and portfolio construction.
Requirements: Minimum of Master's degree or foreign equivalent in any STEM (Science, Technology, Engineering, or Math) field of study and 2 years of experience as a Quantitative Researcher, 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: (1) Using Rates modeling in supporting, enhancing and introducing new models that improve the business. (2) Working with rates pricing in writing some of the pricing routines to get both an accurate value of this contracts alongside risk. (3) Utilizing Python programming to perform data handling. (4) Using C++ programming to introduce models/analytics. (5) Integrating, cleaning and validating large datasets.
Salary / Rate Minimum/yr: : $200,000
Salary / Rate Maximum/yr : $265,000
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.
Duties: On behalf of an investment management firm, design, develop and support the entire analytics infrastructure used by the fixed income business to value current positions, get risk metrics and compute derived data that is used in the investment process. Uses area of expertise in linear rates derivatives; this covers swaps for G10 and EM markets (Rates, cross currency and inflation markets). Supports the business in developing a comprehensive set of models and ensuring that they run smoothly intraday and calibrate to market data over a long history. Builds out a scalable and reliable infrastructure for rates analytics that supports all the business's needs. That includes fast analytics that are written in C++, Python data handling, and Python client interfaces/jobs. Act as one of the main architects of the library and continue being one of the main designers tasked with its further development. Works within the investment process where the infrastructure built would be relied upon for computing additional metrics that will be used for signal generation and portfolio construction.
Requirements: Minimum of Master's degree or foreign equivalent in any STEM (Science, Technology, Engineering, or Math) field of study and 2 years of experience as a Quantitative Researcher, 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: (1) Using Rates modeling in supporting, enhancing and introducing new models that improve the business. (2) Working with rates pricing in writing some of the pricing routines to get both an accurate value of this contracts alongside risk. (3) Utilizing Python programming to perform data handling. (4) Using C++ programming to introduce models/analytics. (5) Integrating, cleaning and validating large datasets.
Salary / Rate Minimum/yr: : $200,000
Salary / Rate Maximum/yr : $265,000
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.