INACTIVE
Full-Time
Quantitative Researcher
Mortgages
Posted on 3/28/2024
Global investment manager utilizing quantitative strategies
Data & Analytics
Financial Services
Compensation Overview
$130,000 - $225,000Annually
Junior, Mid, Senior, Expert
New York, NY, USA
Required Skills
Python
Requirements
- Minimum of a Master’s degree or foreign equivalent in any Science, Technology, Engineering, or Mathematics (STEM) field of study
- At least two (2) years of experience as a Quantitative Researcher, VP, or a related occupation for a financial services/investment management/investment banking organization
- Employment experience with specific skills related to MBS trading, alpha research, machine learning models, KDB+Q tools, Python environment, portfolio construction, and risk reports
Responsibilities
- Conducting systematic alpha research on Mortgage-backed Security (MBS) products
- Developing and deploying machine learning models for signal generation and portfolio optimization
- Assisting senior portfolio managers in MBS Specified Pools trading, hedging, and risk management
- Building out and managing KDB+/Q based tools for trading infrastructure, risk management systems, portfolio monitoring, and trade execution
- Enhancing Python-based strategy back-tester, onboarding new products, and adding new features
- Evaluating new datasets for alpha potential
- Maintaining and troubleshooting the trading systems
Squarepoint is a global investment manager that employs a scientific approach and cutting-edge technology to construct a diverse portfolio of systematic and quantitative strategies. The company specializes in developing automated trading systems that operate across international financial markets.
Company Stage
N/A
Total Funding
N/A
Headquarters
New York, New York
Founded
2014
Growth & Insights
Headcount
6 month growth
↑ 0%1 year growth
↑ 1%2 year growth
↑ 5%INACTIVE