Quantitative Researcher

Jane Street Jane Street · Quant · London, United Kingdom · Quantitative Research

Jane Street is seeking Quantitative Researchers to build models, strategies, and systems for pricing and trading financial instruments. The role involves applying expertise in experiment design, dataset generation, time series analysis, feature engineering, and model building to financial datasets. Researchers will collaborate with engineers and traders, working with large datasets and a significant GPU cluster. The position is open to various statistical and machine learning techniques, emphasizing curiosity and the ability to integrate findings into actionable trading strategies.

What you'd actually do

  1. Build models, strategies and systems that price and trade financial instruments
  2. Apply your experience in experiment design, dataset generation, time series analysis, feature engineering and model building to financial datasets
  3. Collaborate with colleagues who will challenge and refine your approach
  4. Dive deep into market data, tuning hyperparameters, debugging distributed training performance or studying how our model likes to trade in production

Skills

Required

  • Python
  • logical and mathematical thinking
  • strong programming skills
  • open-minded thinker
  • precise communicator
  • collaboration

Nice to have

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

Other signals

  • building models, strategies and systems that price and trade financial instruments
  • petabytes of data and a growing GPU cluster containing tens of thousands of high-end GPUs
  • applying all different types of statistical and machine learning techniques, from linear models to deep learning