Quantitative Researcher

Jane Street Jane Street · Quant · New York, NY · Quantitative Research

Quantitative Researcher role at Jane Street focused on identifying market signals, analyzing data, building and testing models, and creating trading strategies. The role involves applying various statistical and ML techniques, including deep learning, to financial datasets, with a strong emphasis on experiment design, dataset generation, time series analysis, feature engineering, and model building. Access to large datasets and computing resources is provided.

What you'd actually do

  1. learn how we identify market signals, analyze large datasets, build and test models, and create new trading strategies
  2. working closely with full-time researchers on projects drawn from their own work
  3. gain a better understanding of the diverse array of challenges we consider every day, learning how we think about experiment design, dataset generation, time series analysis, feature engineering, and model building for financial datasets
  4. Your day-to-day project work will be complemented by classes on the broader fundamentals of markets and trading, lunch seminars, and activities designed to help you understand the entire process of creating a new trading strategy, from initial exploration to finding and productionizing a signal.

Skills

Required

  • Python programming
  • logical and mathematical thinking
  • intellectual curiosity
  • open-minded thinking
  • precise communication
  • collaboration

Nice to have

  • data science experience
  • machine learning experience
  • research experience

What the JD emphasized

  • apply all different types of statistical and ML techniques
  • deep learning
  • experiment design
  • dataset generation
  • time series analysis
  • feature engineering
  • model building

Other signals

  • applying all different types of statistical and ML techniques
  • deep learning
  • experiment design
  • dataset generation
  • time series analysis
  • feature engineering
  • model building for financial datasets