Quantitative Researcher

Quantitative Researcher – (job location is Boston, MA; employer is Walleye Capital LLC) – Work with portfolio manager and head of research to research, design, and automate alpha trading strategies. Utilize proprietary and public data to build custom data sets for use in research and model development. Build predictive models of asset prices over short-, medium-, and long-term frequencies using simple and advanced regression techniques, including machine learning. Assist portfolio manager in building portfolio optimization tools to monetize trading signals and manage risk. Work with portfolio manager and technology teams to automate strategy execution. Conduct quantitative research and perform ad-hoc quantitative analysis. Present quantitative research on market inefficiencies. Requirements: Bachelor’s degree (US or foreign equivalent) in Mathematics, Statistics, Economics, Computational Science, or a related field and three (3) years of experience in the position offered or in a related role. All of the required experience must have included experience with: designing and implementing Python-based quantitative software; conducting data analysis and statistical inference on financial datasets; developing, calibrating, and validating machine learning models for financial applications; building and optimizing parallel and distributed systems for large-scale computations; applying linear algebra and numerical methods to quantitative models; profiling, benchmarking, and optimizing performance-critical trading and research systems; and pricing, calibrating, and risk-analyzing financial derivatives. Salary: $200,000/year. E-mail résumé to: hr@walleyecapital.com.