Quantitative Researcher

Duties: Develop quantitative securities trading strategies and software systems to support, test, and execute those strategies. Duties include software engineering and programming of high performance systems; financial research and analysis; formulating and applying mathematical and statistical modeling and quantitative methods to detect trading opportunities and form predictive models using a variety of data sources; conducting statistical analysis; and the design and programming of proprietary computerized trading systems.

Requirements: Master’s degree in mathematics, economics, statistics, physics, computer science, machine learning, or related quantitative scientific field, plus three years of relevant professional experience in quantitative research or a similar quantitative discipline, including three years of experience programming in C, C++, Fortran, or Python. Also must have documented knowledge of the following: matrix algebra; statistical modeling; computational modeling; and data analysis. Required knowledge may be gained through academic or professional experience. Alternatively, a PhD degree in mathematics, economics, statistics, physics, computer science, machine learning, or related quantitative scientific field. Must have documented knowledge of the following: programming in C, C++, Fortran, or Python; matrix algebra; statistical modeling; computational modeling; and data analysis. Required knowledge may be gained through academic or professional experience.

Salary: $250,000 – $350,000 per year. To apply, send resume to jobs@tgsmc.com. TGS Management Company, LLC, 17500 Laguna Canyon Road, Irvine, CA 92618.