Schonfeld Strategic Advisors LLC has an opening for a Quantitative Researcher (Systematic Macro Trading Strategies) in New York, NY & Miami, FL.

The position duties are as follows: Responsible for developing, analyzing, and implementing key statistical trading strategies to power Schonfeld’s proprietary investment portfolios. Day-to-day job duties include:

• Study large, multivariate data sets to uncover statistical patterns and relationships by applying time-series, signal processing, and machine learning techniques; 
• Research data-processing, alpha development, price prediction, portfolio construction, and execution components for systematic trading strategies;
• Apply advanced mathematical modeling techniques to verify and adapt trading strategies to correspond to evolving real world conditions; 
• Keep abreast of the state of the art statistical research, adapting new techniques and statistical methods to financial datasets, and implementing research models in production; 
• Build trading simulation systems and execution algorithms that utilize specialized knowledge of financial markets, exchanges, and products; and
• Use probability theory and market experience to develop transformation functions that can be effectively used as signals in trading strategies.

The position requires a Master’s Degree in Computer Science, Mathematics, Computer Engineering, Computational Finance, Information Systems or a closely-related quantitative field or foreign equivalent and at least 5 years of experience as a Quantitative Analyst, Quantitative Researcher, or Quantitative Trader or in an equivalent role. Experience must include: 

• 5 years of experience developing, analyzing, and implementing statistical trading strategies 
• 5 years of experience working with large multivariate data sets to uncover patterns and relationships by applying time-series, statistical inference, and machine learning techniques
• 5 years of experience utilizing probability theory, feature engineering, and market experience to create transformation functions that can be effectively used as signals in portfolio construction or execution strategies
• 4 years of experience building trading simulation systems and writing software required for connecting to exchanges for routing orders and parsing market data
• 3 years of experience developing and managing interactions with external applications using low-level C++ and clean coding design principles
• 3 years of experience participating in design and code reviews, designing and writing automated unit and functional tests, and solving production problems in a team-oriented environment

Part-time telecommuting permitted. Basepay for role expected between $175,000 - $200,000/year. Expected base pay range based on info at time post was generated. Role may be eligible for other forms of comp such as performance bonus & competitive benefits package. Actual compensation for successful candidate TBD based on a variety of factors such as skills, qualifications, & experience. 

Resumes to Dylan Katz at [email protected]

Schonfeld Strategic Advisors LLC is an Equal Opportunity Employer.

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