Title: Quantitative Researcher / Developer (Trading/ Finance)

Overview:
SIG is a global trading, technology, and quantitative research firm, and one of the United States’ largest market makers and liquidity providers. One of our areas of expertise is in seeking out arbitrage opportunities. Leveraging the use of technology and models allows us to execute arbitrage trades more efficiently than our competitors. By increasing competition we help lower the costs of execution for other market participants.

Responsibilities:
Many of the trading opportunities you will be focusing on are highly competitive speed races requiring leading edge hardware, well-designed algorithms, and an understanding of market micro-structure. We have a large volume of historical high-frequency data to aid us in finding improved high-frequency trading strategies. We receive rapid feedback from the Market on whether new ideas are operating successfully.

Required Background:
• Familiarity with Unix, C++ and a scripting language (preferably Python – though learning is also part of the job)
• Strong fundamental mathematical ability, good knowledge of basic statistics, a firmly ingrained adherence to the scientific method
• Prior experience in digital signal processing, information theory and/or applied stochastic calculus will be useful.
• Good communication skills.

Educational Requirements:
• Master's or PhD (preferred) in Electrical Engineering, Applied Mathematics, Computer Engineering, Physics or similar discipline required.

To apply: Please email your resume to timothy.brown@sig.com