New York, New York, United States · On-site
$160k–$185k/yr
Squarepoint Services US LLC seeks a Quantitative Researcher Volatility Team for its New York, New York location. Duties: On behalf of an investment management firm formulate mathematical and simulation models of investme…
Skills: Mathematical Modeling, Simulation Models, Regression Analysis, Machine Learning, Statistical Inference
New York, New York, United States · On-site
$150k–$185k/yr
Squarepoint Services US LLC seeks a Quantitative Researcher - Data Science for its New York, New York location. Duties: Performing independent and collaborative research on statistical and probabilistic theories. Develop…
Skills: Bayesian Statistics, Optimization, Scientific Computing, Numerical Analysis, Machine Learning
Paris, Ile-de-France, France · On-site
Please only apply to the one job you feel best fits your skillset and experience. If our team feels you are better suited for another role, we will reach out about the alternate opportunity. Overview of Intern Quant Rese…
Skills: Quantitative Research, Statistical Methods, C++, Java, Python
Montreal, Quebec, Canada · On-site
Team: Market Data Position Overview: The Market Data team provides market data services to users across the firm. We work closely with exchanges, vendors, and stakeholders to implement live market data connectivity for t…
Skills: Project Management, Technical Scoping, Technical Documentation, Jira, Confluence
Geneva, Geneva, Switzerland · On-site
Position Overview: The HR Manager will be located in our Geneva office and support France, Switzerland, Tunisia, Poland, Spain, Denmark and Netherlands. The role will work closely with senior leadership in these offices …
Skills: Employee Relations, Payroll Management, Employment Law, People Management, HR Metrics
London, England, United Kingdom · On-site
Squarepoint is looking for a Junior Desktop Support Analyst to support a global community of approximately 2000+ users in a Windows environment consisting of virtual desktops. Candidate will interact onsite and remotely …
Skills: Windows 11, Office 365, Azure, Active Directory, SharePoint
Montreal, Quebec, Canada · On-site
Position Overview: Intern to be assigned a Fall project that will touch upon multiple areas of Operations Assist with onboarding new broker relationships in Salesforce Gain exposure to various functions and asset classes…
Skills: Salesforce, Microsoft Excel, Microsoft Word, Microsoft Outlook, Attention To Detail
Paris, Ile-de-France, France · On-site
Position Overview: We are seeking a junior DM corporate credit analyst who will be supervised by a senior analyst in charge of covering a given set of sectors/regions on both bonds and loans instruments across the full r…
Skills: Credit Analysis, Financial Modeling, Python, Excel, Writing Skills
Sign up with Clera and we'll reach out the moment a role actually fits you — no more spraying applications into the void.
Develop and implement mathematical and simulation models to enhance trading strategies using computerized algorithms. Monitor live trading automatons, manage risk, and utilize KDB/Q and Python for data analysis and strategy optimization.
Requires a Master's degree in Financial Engineering, Financial Mathematics, or a related field with at least one year of experience in a quantitative role at a hedge fund or market maker. Must possess expertise in options research, portfolio construction, and programming in Python and kdb+/q.
Squarepoint Services US LLC seeks a Quantitative Researcher Volatility Team for its New York, New York location.
Duties: On behalf of an investment management firm formulate mathematical and simulation models of investment strategies, relating constants and variables, restrictions, alternatives, conflicting objectives, and numerical parameters for the enhancement of trading through computerized algorithms, as well as implementation of models. Utilize comprehensive knowledge of mathematical models and technologies, statistical techniques including regression analysis, machine learning, and statistical inference, and financial and computer skills in order to enhance investment strategies based on equities or other asset classes. Produce and implement sophisticated analyses describing new statistical effects, assessing robustness of effects, and developing new quantitative strategies making use of such effects. Perform validation and testing of both trading simulations and critical trading applications. Build applications utilizing Shell and Python to automate daily data dependency processing for trading strategies. Utilize KDB/Q and Python to analyze existing strategy behavior and propose and implement improvements. Utilize Excel/VBA mathematical models and KDB analysis tools to track market history of specific asset classes to evaluate future profit potentials and risk margins. Manage live trading automatons and perform continuous monitoring of risk related to live trading automatons. Leverage on asset-class-specific experience to find new patterns in market data and explore new methods to optimize execution costs. Utilize extensive knowledge of market structure and statistical arbitrage to improve on existing trading strategies and develop new trading strategies. Assist team’s senior quantitative researcher’s efforts in building, validating, releasing, and maintaining highly complex automated trading models. Pilot research projects spanning multiple teams across multiple regions to develop new mathematical models and analytical tools for critical investment decision making.
Requirements: Must have a minimum of a Master’s degree or foreign equivalent in Financial Engineering / Financial Mathematics or related and 1 year of experience as a Quantitative Researcher, Quantitative Trader, or related position for a hedge fund or market maker. Must have at least one (1) years of employment experience with each of the following required skills: Utilize options knowledge to perform asset specific research and engage in real trading. Analyze, optimize, and blend different styles of signals that predict various targets in options market. Conduct option portfolio construction based on mathematical optimization problems. Simulate different systematic trade ideas and evaluate backtest performance. Develop monitoring reports for live strategies and perform risk management. Program in kdb+/q and python for data analysis and strategy development
Salary / Rate Minimum/yr: $160,000
Salary / Rate Maximum/yr: $185,000
40 hours/week. The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available. Squarepoint is an EEO/AA employer
Squarepoint is a leading global investment management firm that develops quantitative investment strategies to achieve high quality returns for our clients. We are a data and technology driven firm who specialize in developing automated trading systems that execute across global financial markets.
Offices: 250 W 55th St, New York, NY 10019, US · One Ropemaker Street, London, United Kingdom EC2Y9AW, GB · 88 Market Street, Singapore, Singapore 048948, SG · 1190 Avenue des Canadiens-de-Montréal, Montreal, Quebec H3B0G7, CA · 16 Avenue Matignon, Paris, France 75008, FR
Squarepoint is a leading global investment management firm that develops quantitative investment strategies to achieve high quality returns for our clients. We are a data and technology driven firm who specialize in developing automated trading systems that execute across global financial markets.
Offices: 250 W 55th St, New York, NY 10019, US · One Ropemaker Street, London, United Kingdom EC2Y9AW, GB · 88 Market Street, Singapore, Singapore 048948, SG · 1190 Avenue des Canadiens-de-Montréal, Montreal, Quebec H3B0G7, CA · 16 Avenue Matignon, Paris, France 75008, FR
