GTS is currently growing and looking for a Quantitative Researcher to join our organization. 

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.

Build research tools, pricing models and trading logic for GTS’ Wholesale Market-Making trading business. Research and build alpha models to predict future stock price changes. Develop raw data processing engine using C++ to transform exchange’s direct feeds into various data formats. Use order book data to generate robust features to inform GTS’ Wholesale Market-Making trading business. Conduct simulations to optimize model parameters. Conduct model weight optimization across a variety of models. Improve price models and trading logic for core market-making strategies. Optimize trade executing and minimize transaction costs and market impact.

Master’s degree (or its foreign educational equivalent) in Computer Science, Data Science or Financial Engineering. 3 years of experience in any occupation performing same or similar duties. Qualifying experience must include 3 years of experience utilizing C++ and Python for developing prediction models for the wholesale market-making trading business. 

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.

Please include a cover letter referencing the job code (GTSQR725) and outlining your relevant experience.

In accordance with New York City's Pay Transparency Law, the base salary range for this role is $165,000 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

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