pythonstatisticsoptimizationmachine learninglinear algebratime series analysisbacktestingquantitative researchregressionequity arbitrage
Вакансия из Hirify Global, списка международных tech-компаний Для мэтча и отклика нужен Plus
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Зарплата и рынок
Выше рынка
$182к-234к/год
$67к$96кмедиана$170к
По похожим ролям (47) ~ $96к/год
88
Крутая вакансия
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Понятная стажировка в количественных исследованиях сочетает работу над торговыми моделями с оплатой заметно выше рыночного ориентира платформы, хотя у недавно созданной компании пока нет долгой истории.
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Молодая компанияАктуальные технологииВысокая оплатаЧёткие задачи
Оценка от Hirify AI
Мэтч & Сопровод
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Описание вакансии
Текст:
Hirify AI/Оригинал
TL;DR
Quantitative Research Intern (Equity Arbitrage) (Python/Statistics): Developing and validating quantitative models that identify pricing inefficiencies across equities and related instruments with an accent on statistical modeling, systematic trading, and large-scale market data analysis. Focus on backtesting trading signals, exploring predictive features, improving research infrastructure, and strengthening model robustness.
Location: New York, NY
Estimated base salary: $182,000 for Master's students or $234,000 for Ph.D. students; specific to New York and subject to change.
Company
hirify.global is a multi-strategy investment firm founded in July 2024, with more than 400 employees and offices in New York, Houston, London, Singapore, and Hong Kong.
What you will do
Analyze large-scale equity and market datasets to identify arbitrage opportunities and pricing inefficiencies.
Develop, test, and refine quantitative models for statistical arbitrage, factor-based relative value, and pairs trading.
Conduct statistical testing, backtesting, and validation of trading signals.
Collaborate with portfolio managers, quantitative researchers, and developers to improve model performance and execution efficiency.
Explore new data sources and predictive features.
Contribute to research discussions and improve research infrastructure, data pipelines, and model robustness.
Requirements
Pursuing a master's or Ph.D. in Mathematics, Statistics, Financial Engineering, or a related field.
Strong foundation in probability, statistics, linear algebra, and optimization.
Experience with time series analysis, regression, and machine learning techniques.
Proficiency in Python or a similar programming language for data analysis and modeling.
Ability to work with large datasets and extract meaningful insights.
Interest in equity markets, arbitrage strategies, and systematic investing.
Strong problem-solving ability and intellectual curiosity.
Excellent communication skills and ability to work in a collaborative environment.
Culture & Benefits
Full-time opportunity within a multi-strategy investment firm.
Collaborative work with portfolio managers, quantitative researchers, and developers.
Equal opportunity employer committed to diversity of thought and an inclusive environment.
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