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FICC Quantitative Researcher (AI/ML)
150 000 - 300 000$
Описание вакансии
Текст:
TL;DR
Quantitative Researcher (FICC, AI): Building and optimizing quantitative trading strategies across Fixed Income, Currencies, and Commodities (FICC) products with an accent on statistical analysis, mathematical models, machine learning, and AI. Focus on developing systematic alpha strategies for real-time trading and risk management decisions and building robust model calibration frameworks at scale.
Location: New York, New York, United States (Onsite)
Salary: $150,000–$300,000 USD
Company
is a leading global investment banking, securities, and investment management firm founded in 1869.
What you will do
- Lead the Quantitative Trading & Market Making desk, building market making and quoting strategies across FICC products.
- Utilize advanced statistical analysis, machine learning, and AI to build models for systematic alpha strategies, real-time trading, and risk management.
- Implement frameworks for central risk management and optimal portfolio construction across FICC asset classes.
- Build and enhance model calibration frameworks for advanced statistical and AI models, operating with large quantities of time series data.
- Drive market making strategy development and collaborate with Quant Developers and engineering teams to enhance analytics infrastructure and trading tools.
- Develop and enhance critical pricing, trading, and risk tools, leveraging trade and franchise data to optimize market making and hedging strategies.
Requirements
- Excellent academic record in a relevant quantitative field (physics, mathematics, statistics, engineering, or computer science).
- Strong programming skills in an object-oriented or functional language such as C++, Java, or Python.
- Self-starter with strong self-management skills and ability to deliver in a high-pressure environment.
- Excellent written and verbal communication skills, able to articulate complex quantitative concepts to diverse audiences.
Culture & Benefits
- Committed to fostering diversity and inclusion, providing opportunities for professional and personal growth.
- Offers comprehensive training and development, firmwide networks, and wellness programs.
- Provides valuable and competitive benefits and wellness offerings.
- Committed to finding reasonable accommodations for candidates with special needs or disabilities.
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