Quantitative Researcher

at Jane Street · Quant · Hong Kong · Quantitative Research

Quantitative Researchers at Jane Street build models, strategies, and systems for pricing and trading financial instruments. The role involves working with experienced researchers on experiment design, dataset generation, time series analysis, feature engineering, and model building for financial datasets. Researchers collaborate closely with engineers and traders, utilizing large-scale data and computing resources. The role is open to various ML techniques, from linear models to deep learning, and emphasizes curiosity, logical thinking, strong programming skills (Python), and collaboration.

What you'd actually do

  1. help us build models, strategies, and systems that price and trade financial instruments
  2. learning how we think about experiment design, dataset generation, time series analysis, feature engineering, and model building for financial datasets
  3. diving deep into market data, tuning hyperparameters, debugging distributed training performance, or studying how our model likes to trade in production
  4. applying all different types of statistical and ML techniques, from linear models to deep learning, depending on what best fits a given problem
  5. adapt their findings into actionable strategies

Skills

Required

  • Python
  • logical and mathematical thinking
  • intellectual curiosity
  • collaboration

Nice to have

  • PhD or other research experience
  • data science
  • machine learning

Other signals

  • building models
  • deep learning
  • hyperparameter tuning
  • distributed training
Read full job description

About the Position

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 committed to teaching, guiding, and supporting our newest hires, learning how we think about experiment design, dataset generation, time series analysis, feature engineering, and model building for financial datasets.

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, a computing cluster with hundreds of thousands of cores, and a growing GPU cluster containing 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 ML 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.

About You

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:

  • Able to apply logical and mathematical thinking to all kinds of problems
  • Intellectually curious; eager to ask questions, admit mistakes, and learn new things
  • A strong programmer who’s comfortable with Python
  • An open-minded thinker and precise communicator who enjoys collaborating with colleagues from a wide range of backgrounds and areas of expertise
  • Fluent in English

Most candidates will have experience with data science or machine learning, but ultimately, we’re more interested in how you think and learn, than what you currently know. PhD or other research experience is a plus.

If you’d like to learn more, you can read about our interview process and meet some of the team.

If you're a recruiting agency and want to partner with us, please reach out to agency-partnerships@janestreet.com.