Senior Quant Researcher - Intraday Statistical Arbitrage
At a glance
Senior Data Science role at Squarepoint Capital. Bangalore · full-time.
In listing Data Science salary
dataroles summary, based on the employer's posting.
What you'll do
- Research and put trading ideas into the automated framework, focusing on this work throughout the day
- Use statistical techniques on large data sets to find potential trading opportunities
- Build knowledge of exchange market structures across different asset classes
- Check data and related processes before markets open, then monitor strategy behavior and results during trading
What you bring
- You have a quantitative degree, such as mathematics, statistics or another listed field
- You can program in at least one major language, such as C++, Java or Python
- You communicate clearly and collaborate with colleagues across regions
Who this fits
This senior role suits someone focused on intraday statistical arbitrage research and implementation. It is based in Bangalore, India, and calls for staying effective under pressure.
From the employer
Position Overview:
- Research and implement strategies within the firm’s automated trading framework.
- Analyze large data sets using advanced statistical methods to identify trading opportunities.
- Develop a strong understanding of market structure of various exchanges and asset classes.
Typical Day of Quant Researcher:
- Primary focus throughout the day is on researching and implementing trading ideas.
- Before market open, check that all required data and related processes are ready for the trading day.
- During market hours, sporadically monitor behavior and performance of strategies.
Required Qualifications:
- Quantitative background - includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics.
- Programming proficiency with at least one major programming or scripting language (e.g. C++, Java, Python).
- Strong communication skills and ability to work well with colleagues across multiple regions.
- Ability to work well under pressure.
The minimum base salary for this role is $150,000 if located in New York. This expectation is based on available information at the time of posting. This role may be eligible for discretionary bonuses, which could constitute a significant portion of total compensation. This role may also be eligible for benefits, such as health, dental, and other wellness plans, as well as 401(k) contributions. Successful candidates’ compensation and benefits will be determined in consideration of various factors.