The Quantitative Research team at SIG works with traders and software engineers in the development, testing, and implementation of pricing models and technical tools. As precise indicators of any security's "true" value, these highly complex models are the roadmap for SIG's daily trading activities.
Quantitative Researchers apply their considerable mathematical skills in areas such as probability and statistics, stochastic processes, numerical analysis and optimization using Terabytes of data to construct models essential to trading derivatives. In addition, the research team has developed and implemented computer based trading systems that successfully execute sophisticated large-scale strategies independent of human interaction.
Ph.D. in mathematics, physics, statistics, computer science, electrical engineering or related fields
At least two years of professional experience in model development and quantitative research
Strong programming skills in C++ and Matlab or Python
A working knowledge of derivatives pricing theory is desirable
Demonstrated experience working with and drawing conclusions from large datasets
For more information, please contact/send your resume to Mike Pachella at firstname.lastname@example.org.
SIG is not accepting unsolicited resumes from search firms. All resumes submitted by search firms to any employee at SIG via-email, the Internet or directly without a valid written search agreement will be deemed the sole property of SIG, and no fee will be paid in the event the candidate is hired by SIG.