Quantitative Researcher

About the role

Join Jane Street as a Quantitative Researcher in London to develop models and strategies for pricing and trading financial instruments. Collaborate closely with researchers, engineers, and traders using advanced data and computing resources.

Role and Responsibilities

• Build models, strategies, and systems for pricing and trading financial instruments.
• Work alongside experienced researchers for guidance and support.
• Engage in experiment design, dataset generation, and time series analysis.
• Apply feature engineering and model building techniques to financial datasets.
• Collaborate with engineers and traders to train models and run trading strategies.
• Analyze market data and optimize model performance in production.

Team and Environment

• Researchers, engineers, and traders work closely in the same space.
• Access to petabytes of data and extensive computing clusters including GPUs.
• Use diverse statistical and machine learning techniques tailored to problems.
• Focus on integrating research contributions into trading operations.
• Encouraged to explore various modeling approaches from linear to deep learning.

Candidate Profile

• Logical and mathematical problem-solving skills required.
• Intellectually curious with eagerness to learn and admit mistakes.
• Strong programming skills in Python essential.
• Open-minded, precise communicator who enjoys collaboration.
• Fluent in English.
• PhD or research experience is a plus but not mandatory.