Quantitative developer • usa
We are looking for Quantitative Researchers to help us build models, strategies, and systems that price and trade financial instruments.You’ll work side by side with experienced researchers who are...Mostrar más
Lead the development, implementation, and maintenance of financial, statistical, and commodity-focused models, templates, programs, and processes for the Valuation team.Relies on knowledge of algeb...Mostrar más
The TD Prime Services Strategy and Analytics team is seeking a Quantitative Developer with strong full-stack engineering capabilities to design and build high-performance analytics, trading, and op...Mostrar más
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Job description: *This role is based in San Francisco and requires being in-office 5 days a week.Key Responsibilities Design and implement robust data pipelines and tools that bring quantitative re...Mostrar más
We have a vacancy for a Quantitative Analyst to join our US team based in Austin, Texas.This role will predominantly be based on-site in our Austin office.Signal Generation & Market Fundamentals: ....Mostrar más
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This role is based in San Francisco and requires being in-office 5 days a week.Design and implement robust data pipelines and tools that bring quantitative research into production (e.Partner with ...Mostrar más
New York, New York, United States.Our trading is based on our own proprietary models and on busy days we engage in over a million trades.Traders work in teams to seek out and trade on pricing ineff...Mostrar más
We are looking for Quantitative Researchers to help us build models, strategies, and systems that price and trade financial instruments. You'll apply your experience in experiment design, dataset generation, time series analysis, feature engineering, and model building to financial datasets, while collaborating with colleagues who will challenge and refine your approach.
At Jane Street, our researchers, engineers, and traders sit a few feet away from each other and work together to train models, architect systems, and run trading strategies. We work with petabytes of data and a growing GPU cluster containing tens of thousands of high-end GPUs. Depending on the day, we might be diving deep into market data, tuning hyperparameters, debugging distributed training performance, or studying how our model likes to trade in production.
We don’t believe in “one-size-fits-all” modeling solutions; we are open to and excited about applying all different types of statistical and machine learning techniques, from linear models to deep learning, depending on what best fits a given problem. The most successful researchers will be driven by a curiosity for how their contributions fit into the larger picture of our trading operations, and how to adapt their findings into actionable strategies.
If you’ve never thought about a career in finance, you’re in good company. Many of us were in the same position before working here. If you have a curious mind and a passion for solving interesting problems, we have a feeling you’ll fit right in. You should be:
Most candidates will have experience with data science or machine learning, though your approach to problem-solving and capacity to learn will weigh just as heavily as your existing expertise. Having a PhD or other research experience is a plus.
If you're a recruiting agency and want to partner with us, please reach out to agency-partnerships@janestreet.com.
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