Senior Quantitative Researcher (OCaml Experience)

Jane Street • New York, NY

3d • Hybrid

About The Position

Jane Street Group, LLC has multiple openings for the position of Senior Quantitative Researcher. The role involves independently analyzing large datasets using machine learning techniques, building and testing models, creating new trading strategies, and writing the code to implement them. This includes managing and executing quantitative research, implementing and maintaining production trading systems in OCaml, reviewing and vetting research by junior researchers, mentoring and training junior researchers, and liaising with Traders regarding trading opportunities and risks.

Requirements

• 3 or 4 year Bachelor’s Degree in Mathematics, Physics, Engineering, Computer Science or a related scientific or quantitative field or foreign equivalent
• One (1) year of experience in any occupation where an individual gains experience conducting quantitative research in the context of financial markets
• One (1) year of experience working directly with an automated proprietary trading system
• One (1) year of experience applying knowledge of statistics, machine learning, model building, and financial time series analysis to the development of proprietary trading strategies
• One (1) year of experience conducting research and performing data analysis and visualization in Python
• Developing and maintaining trading systems using software engineering fundamentals in Python and OCaml
• Learning and building financial asset pricing models for derivatives
• Monitoring and modeling risk across trading portfolios

Responsibilities

• Independently manage and execute quantitative research
• Implement, configure, and maintain production trading systems in OCaml
• Review and vet research performed by Junior Quantitative Researchers
• Mentor and train Junior Quantitative Researchers in statistical and modeling techniques, financial markets, and idioms of the OCaml programming language
• Liaise with Traders regarding trading opportunities, expectancy, and risks pertaining to proprietary valuation and trading methods

What This Job Offers

• Job Type: Full-time
• Career Level: Senior