Quantitative Researcher - Investment CTA/Fixed Income

Overview Our team-focused culture brings together exceptional talent in various technical disciplines and empowers everyone to perform in a truly outstanding way. Quantitative Researcher - Investment CTA/Fixed Income New York Squarepoint Services US LLC seeks a full-time Quantitative Researcher, Investment/CTA Fixed Income for its New York, NY location. Responsibilities On behalf of an investment management organization, conduct research on systematic trading strategies to trade securities in global fixed income markets. Empirically analyze the global financial data to identify systematic trading ideas. Use statistical and econometric modeling methods to quantitatively build predictive models for market movement forecasts and security trading. Conduct analysis on the trading ideas models using quantitative and statistical tools. Conduct backtesting and assess the trading strategies under realistic market assumptions. Work with engineers to implement the trading strategies in production. Apply programming skills in Python to conduct research, analyze data, and develop models. Contribute to the analytics and simulation platform by developing research and portfolio construction tools. Use version control tools like Git, Unix/Linux for development. Monitor the production process. Qualifications Minimum of Master’s degree, or foreign equivalent, in Science, Technology, Engineering, and or Mathematics (STEM), Finance, Economics or related field of study and at least two (2) years of experience as a Quantitative Researcher, Associate or related occupation for a financial /investment management/investment banking organization. Experience with: 1) new signal and strategy research and new dataset analysis by applying statistical inference and regression; 2) evaluating risk and performance of interest rate swaps as research groundwork; 3) dataset analysis and parameter selection using statistical tools - Lasso; 4) using time series basis, cointegration, time series prediction to conduct time series analysis for signal research; 5) coding algorithms in Python or C++. Reading and writing from databases in SQL, Postgres or kdb. Portfolio construction with risk characteristics. Familiarity with JIRA, Git and Git management platforms (GitLab or Bitbucket). Salary Salary / Rate Minimum/yr: $170,000 Salary / Rate Maximum/yr: $255,000 40 hrs/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 Apply for this job To apply, please submit the required materials. Fields typically required include: First Name, Last Name, Email, Phone, Country, Location (City), Resume/CV, and any additional information as requested. Privacy Notice: I confirm that I have read and understood the Privacy Notice. Interviews conducted during our recruitment process may be subject to audio or video recording to ensure fairness, efficiency, and legal compliance. #J-18808-Ljbffr Squarepoint Capital