Job listing

• MBS Quant Researcher

  Dallas, TX 300-500K

  Quantitative Researcher to contribute to the continued growth and success of our residential loan and securities business.   The candidate will interact with all teams such as Transaction Management, Finance, Portfolio Management and Asset Management, in addition to the head of the Firm.

   

  Responsibilities:

  •             Actively participate in all trading activities related to U.S. residential mortgages, from bid evaluation, acquisition, disposition, and securitization.

  •             Conduct empirical analysis on mortgage performance including prepayment, default, loss severity from large scale of loan level performance data.

  •             Design and implement model performance metrics like back tests, sensitivity, and scenario analysis.

  •             Maintain and enhance existing pricing engine based on market dynamics.

  •             Assist with valuation process on whole loan and securities.

  •             Work on the infrastructure build-out associated with the portfolio management.

  •             Analyze and summarize macroeconomic indicators, such as housing and demographic trends and closely monitor housing related regulations and jurisdiction development.

  •             Work closely with trading and financing counter parties to evaluate and explore financing options and capital market executions.

  •             Work with whole loan transaction management team to track live trade due diligence and closing processes.

  •             Assist finance team in reconciling and processing monthly whole loan servicer remittance tapes.

  •             Assist in day-to-day repo financing for securities and monthly warehouse financing for loans.

  •             Compare various financing options including securitized deal execution.

  •             Managing daily risk position and portfolio P&L.

  •             Optimizing loan portfolios for sale and securitization.

  •             Design/deploy reports such as investment portfolio analysis and fund performance analysis for Senior Management review.

  •             Other duties as assigned.

  Qualifications:

  •             Master's degree in Engineering (any), Computer Science, Information Technology, Mathematics, or related field.

  •             3-5 years of experience in the job offered or a related occupation.

  •             Proficiency in Python and working knowledge in packages such as Pandas, Numpy, Scikit-learn.

  •             Solid knowledge in statistical modelling, financial mathematics including statistical model development, Monte Carlo simulation, mortgage analytics, etc.

  •             Hands on experience in manipulating large scale of data set.

  •             Proficiency in Excel and financial modelling such as NPV.

  •             Prior experience with structured products, especially residential mortgages, securities and structuring is strongly preferred.

  •             

  more →

• Python Strategy Developer

  NYC 400-600K

  Work with Front Office Portfolio Management Team to build and deploy Systematic Trading Strategies for a growing Systematic Hedge Fund based in NYC.

  Experience with Python and Financial Market Data 

  more →

• Quantitative Researcher

  NYC or SF Bay Area 400-800K

  Our client is looking for a quantitative researcher to work within a low latency machine learning trading team that currently researches and builds low latency trading models in the liquid futures space. The candidate’s primary responsibilities will include researching and implementing fully automated systematic futures signals and strategies with short to medium horizon. Suitable candidates will generally have at least 5 years of comparable quantitative research experience.

  • 5+ years of experience researching low latency futures signals and strategies

  • MSc or PhD from a top institution is preferred

  • Strong preference for advanced degrees in a cutting edge quantitative field

  • Excellent understanding of probabilities, statistics and optimization

  • Experience manipulating large datasets, including tick-level data

  • Excellent programing skills: experience with both high-level - either Python, R, Julia as well as a lower-level languages - C or C++

  NYC or SF Bay area

  more →

• TypeScript/React Full Stack Developer

  NYC or Chicago Comp to 300K

  This is Proprietary Market making Firm that is small enough but also has the benefit of being part of a bank for stability. 

  more →

• Senior Futures Quantitative Researcher/Strategy Developer

  NYC or Chicago $400K + Our client is looking to hire a highly talented Senior Futures Quantitative Researcher/Strategy Developer to join our team. more →

• Quantitative Researcher/Strategist

  Chicago or NYC $400-600K Our client is looking for a Quantitative Researcher/Strategist to join an Equities Automated Trading team.  This is an opportunity to leverage your expertise to build out an emerging business group at a prestigious prop trading firm. more →

• Senior Data Engineer

  Chicago, IL $300K + Our client is looking for a Senior Data Engineer in our Chicago office. In this role, you will be a part of a team responsible for building and maintaining new and existing systems for data extraction, transformation, and ML signals research. more →

• Quantitative Researcher

  Chicago, IL $400K +

  Our client is seeking exceptional Quantitative Researchers to create and improve proprietary trading models and strategies while working closely with engineers and senior leaders across the firm.  Quantitative Researchers within the company work on a variety of trading strategies and research projects, with the opportunity to conduct independent research and originate research topics over time.

  Specific responsibilities range from utilizing financial and other data in an effort to create or improve predictive models, developing and/or leveraging leading-edge statistical and machine-learning models to enhance the research and development system, creating algorithms to monetize the predictive signals.

  more →