GTS

Quantitative Researcher, International ETF Team

Location : Location
US-NY-New York

Overview

As a Quantitative Researcher on the International ETF team, you will be tasked with finding solutions to challenging and interesting problems. The over-arching goal is to craft a robust and scalable predictive engine to identify and capture mispriced securities throughout the world.

 

The successful candidates will work closely with senior international ETF traders to understand their global pricing framework. They will gain insight into how the trading strategy operates and how the traders generate alpha. They will see their work directly impact the group’s activities and drive revenue.

 

The ideal candidate will be a high achiever with a strong quantitative background. They will have a lot of initiative, exceptional problem-solving abilities, and be comfortable managing projects through a full life cycle from initial research to final production. Where necessary, they need to be capable of both designing and implementing stable processes that can be automated and scaled. 

 

GTS is a leading global electronic market maker, powered by combining market expertise with innovative, proprietary technology.  As a quantitative trading firm continually building for the future, GTS leverages the latest in artificial intelligence systems and sophisticated pricing models to bring consistency, efficiency, and transparency to today's financial markets. GTS accounts for 3-5% of daily cash equities volume in the U.S. and trades over 30,000 different instruments globally, including listed and OTC equities, ETFs, futures, commodities, Fixed Income, foreign exchange, and interest rate products.  GTS is a Designated Market Maker (DMM) at the New York Stock Exchange, responsible for nearly $12 trillion of market capitalization. Our workplace of 200 plus employees welcomes people of all backgrounds and experiences, and we take pride in our diverse workforce. 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.

Responsibilities

Synthesize quantitative, macro and technical factors to price international securities. Expand and improve our research platform, and assist with integration of pricing into the existing automated trading systems. Build systems to quantify, manage and reduce exposure to risk factors. Build out analytics to assist in the optimization of trading strategies.

Qualifications

  • B.S./M.S. from a leading university in a quantitative discipline such as math, physics, statistics, computer science, engineering, or economics.
  • At least 2 years of prior relevant work experience. Previous work building or maintaining a research platform is highly beneficial.
  • Deep understanding and ability in mathematics and statistics.
  • Strong programming skills in Python or C++.
  • Excellent communication skills: the ability to express complex concepts in simple terms.

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 $100,000 to $225,000. Base salary does not include other forms of compensation or benefits.

 

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).

 

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