Senior Quantitative Researcher: OCaml Experience

OCaml Experience

Jane Street Group, LLC has openings for Senior Quantitative Researchers - multiple openings in New York, NY.
 
The position duties are as follows: Independently analyze large datasets using a variety of machine learning techniques, build and test models, create new trading strategies and write the code that implements them. Day-to-day job duties include:

• Independently managing and executing quantitative research;
• Reviewing and vetting research performed by (Junior) Quantitative Researchers;
• Mentoring and training (Junior) Quantitative Researchers in statistical and modeling techniques, Financial markets, and idioms of the OCaml programming language;
• Liaising with Traders regarding trading opportunities, expectancy, and risks pertaining to proprietary valuation and trading methods; and
• Implementing, configuring, and maintaining production trading systems in OCaml.

The position requires a 3 or 4 year Bachelor’s Degree in Mathematics, Physics, Engineering, Computer Science or a related scientific or quantitative field or foreign equivalent plus 2 years of progressively-responsible experience conducting quantitative research in the context of financial markets. Experience must include:

1. 1 year of experience developing software in OCaml;
2. 1 year of experience analyzing and building models for financial asset prices in python and pandas;
3. 1 year of experience contributing to and maintaining a large production codebase.

Ref. SQR23