Quantitative Researcher - Investment CTA/Fixed Income

  Squarepoint Services US LLC seeks a full-time Quantitative Researcher, Investment/CTA Fixed Income for its New York, NY location.   Duties: On behalf of an investment management organization, conduct research on systematic trading strategies to trade securities in global fixed income markets. Empirically analyze the global financial data to identify systematic trading ideas.

Use statistical and econometric modeling methods to quantitatively build predictive models for market movement forecasts and security trading. Conduct analysis on the trading ideas models using quantitative and statistical tools. Conduct backtesting and assess the trading strategies under realistic market assumptions. Work with engineers to implement the trading strategies in production.

Apply programming skills in python to conduct research, analyze data, and develop models. Contribute to the analytics and simulation platform by developing research and portfolio construction tools. Use version control tools like Git, Unix/Linux for development. Monitor the production process.   Requirements: Minimum of Master’s degree, or foreign equivalent, in Science, Technology, Engineering, and or Mathematics (STEM), Finance, Economics or related field of study and at least two (2) years of experience as a Quantitative Researcher, Associate or related occupation for a financial /investment management/investment banking organization.

Must have experience with: 1. New signal and strategy research and new dataset analysis by applying statistical inference and regression. 2. Evaluating risk and performance of interest rate swaps as research groundwork. 3. Dataset analysis and parameter selection using statistical tools - Lasso; 4. Using time series basis, cointegration, time series prediction to conduct time series analysis for signal research; 5.

Coding algorithms in Python or C++. 6. Reading and writing from databases in SQL, Postgres or kdb; 7. Spec portfolios with risk characteristics. 8. Using JIRA, git and git management platforms (Gitlab or bitbucket).   Salary / Rate Minimum/yr: : $170,000 Salary / Rate Maximum/yr : $255,000 40 hrs/wek. 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  

Squarepoint Capital is a leading global investment management firm that develops quantitative investment strategies to achieve high quality returns for our clients. We are a data and technology driven firm who specialize in developing automated trading systems that execute across global financial markets.