A financial firm is looking for a Quantitative Researcher to join their team in New York, NY. 

Compensation: $200-250k

Qualifications:
Required 

10 years preferred, as a quant, strategist, or quantitative risk officer, at leading hedge funds and/or asset management firms. Strong academic background (masters/doctorate) in quantitative fields such as math, physics, engineering, statistics, economics, or finance. Excellent command of statistics, time series analysis, numerical optimization, and machine learning dealing with large data sets. Strong coding skills required (Python, SQL, pandas, numpy, Kdb q, C ) & experience in GUI development. Strong experience in factor models and analysis, portfolio optimization, and portfolio performance analytics in commodities, equity, FI, and/or systematic trading environments. Exposure to commodities markets such as electricity, congestion markets, natural gas, crude oil, refined products, energy assets, agricultural commodities, metals, structured transactions, and shipping strongly preferred.

Preferred

Advanced Python knowledge including management of virtual environments, release process, or multi-processing. 24-01357