Apply disciplined research experience to independently identify signals and integrate new strategies into core electronic trading system for equities, derivatives, or other financial instruments; Systematically collect and curate financial data and other sources of information; Conduct rigorous statistical experiments to identify relationships and trends in market data; Autonomously validate and monetize signal discoveries using backtesting simulations; Collaborate with software developers to productionize and scale out signals throughout the trading ecosystem; Evaluate and optimize performance of electronic trading strategies.
REQUIREMENTS: Ph.D. (or foreign equivalent) in Mathematics, Physics, Statistics, Operations Research, Engineering, Computer Science, Economics, or related field. The employer will consider a Ph.D. candidate who is ABD (all but dissertation) as meeting the degree requirement. Applicants must have successfully completed graduate level coursework in or have academic research experience which requires use of statistics, mathematics, or computer science, sufficient to allow the applicant to analyze datasets and build predictive models. OR Bachelor’s degree (or foreign equivalent) in Mathematics, Physics, Statistics, Operations Research, Engineering, Computer Science, Economics, or related field plus five (5) years of postgraduate experience in using statistics, mathematics, or computer science to analyze datasets and build predictive models.
Email resume to: applytoSIG@sig.com & ref job code:202410
