Quantitative Researcher

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

Quantitative Researchers at Jane Street 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 collaborate closely with engineers and traders, working with large datasets and GPU clusters. The role is open to various statistical and machine learning techniques, emphasizing curiosity, problem-solving, and adaptability.

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. collaborating with colleagues who will challenge and refine your approach
  4. diving deep into market data, tuning hyperparameters, debugging distributed training performance, or studying how our model likes to trade in production

Skills

Required

  • Python programming
  • logical and mathematical thinking
  • intellectual curiosity
  • open-minded thinker
  • precise communicator

Nice to have

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

What the JD emphasized

  • apply your experience in experiment design, dataset generation, time series analysis, feature engineering, and model building to financial datasets

Other signals

  • quantitative research
  • model building
  • financial datasets
  • experiment design
  • dataset generation
  • time series analysis
  • feature engineering
  • deep learning
  • statistical techniques