A small and very successful quantitative fund in NYC is looking to hire a data scientist / signal researcher to join its collaborative team. The researcher will design and develop code to analyze high frequency market data and other big datasets, implement algorithms to generate and test potential trade signals and integrate the results into their production environment.
This is an exceptional opportunity to take on more responsibility while gaining exposure to the quantitative investment process and growing with the firm. Must be eligible to work in the United States.
Expert coder in at least two of the following: Java, Scala, Python; preferably all three
Experience analyzing large datasets using Apache Spark
Experience with numerical analysis in Python using pandas, numpy, scipy, statsmodels, etc.
Experience using AWS infrastructure, particularly running Spark on AWS EMR
Experience analyzing financial markets/datasets
Knowledge of market microstructure
Experience with quantitative modeling and research techniques
Experience administering AWS infrastructure, including IAM permissioning, ECS2 provisioning etc...