Short-Term Alpha Models Quantitative Researcher

GTS

  • New York City, NY
  • Temporary
  • Full-time
  • 15 days ago
Overview:GTS is currently growing and looking for Short-Term Alpha Models Quantitative Researcher to join our organization. In this role the successful candidate will work on projects across ETFs, single stocks, and futures.GTS is a collection of financial services companies spanning a wide array of asset classes and investment approaches, all powered by the combination of market expertise with innovative, proprietary technology. With roots as a quantitative trading firm continually building for the future, the GTS family of companies are able to leverage the latest in artificial intelligence systems and sophisticated pricing models to bring consistency, efficiency, and transparency to today’s financial markets. GTS’s electronic market maker GTS Securities accounts for 3-5% of daily cash equities volume in the U.S. and is a leading Designated Market Maker (DMM) at the New York Stock Exchange, responsible for nearly $13 trillion of market capitalization. For more information on GTS, please visit www.gtsx.com. Responsibilities:
  • Research and develop alpha models for ETFs, single stocks, and futures, with a primary focus on forecasting horizons less than 30 minutes
  • Improve and build out components of an alpha generation framework (e.g. signal library, fitters, reporting, backtesting, etc.)
Qualifications:
  • Advanced degree (PhD preferred) in a quantitative field (e.g. statistics, applied mathematics, physics, etc.)
  • 3+ years of relevant experience in conceptualizing and implementing order book signals, and fitting short-term cross-instrument alpha models (ETF experience a plus)
  • Proficiency in C++, Python, and Linux-based computing environments
  • Strong communication skills, intuition, self-motivation, and intellectual curiosity
We're proud to employ some of the leading talent in the industry, and we work to ensure our employees enjoy a high quality-of-life.In accordance with New York City's Pay Transparency Law, the base salary range for this role is $125,000 to $225,000. Base salary does not include other forms of compensation or benefits.All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, age, national origin, or protected veteran status, and will not be discriminated against on the basis of disability.What We Offer:
  • A selection of healthcare plans for you and your family, some 100% employer paid; with coverage starting on day one
  • In-office perks – Free lunch daily and access to a fully stocked pantry (when working in the office).
  • Casual dress code (when working in the office).
Unsolicited resumes:We do not accept unsolicited headhunter and agency resumes and will not pay fees to any third-party agency or company that does not have a signed agreement with GTS

GTS