Jane Street is looking to solve the problem of creating novel alpha-focused trading strategies by analyzing various input datasets using rigorous math and statistical methods.
Requirements
- Previous experience working in a buy-side or sell-side financial firm with asset price returns data, non-returns-based traditional data, and alternative data sets
- Experience working in a data-rich environment in quantitative research
- Ability to write code and analyze large datasets
- Experienced with statistical and ML modeling
- Knowledge of Python preferred, but not required
- Background knowledge of financial markets is a plus
- Experience with dimensionality, feature engineering, causality, and aligning dates across datasets
Responsibilities
- Apply rigorous math and statistical methods to analyze a variety of input datasets
- Create novel alpha-focused trading strategies
- Assess quality and consider outliers, dimensionality, feature engineering, causality, aligning dates across datasets, and more
- Find and correct errors or mistakes in code
- Delve into the complexity of data and advanced statistical modeling
- Collaborate with team members to find insights and solutions
- Apply different types of mathematical and statistical techniques to solve problems
Other
- 2-6 years of professional experience
- Team player with a highly collaborative mindset
- Open to a variety of techniques and modes of thinking
- Humble about what you do and don’t know; willing to admit mistakes
- Enjoy learning new skills and teaching others what you know
