Quantitative Researcher - Quant Analyst

Full-time position is available at COMPANY in New York City. The successful candidate will work on multiple parts of the automated proprietary trading food chain including developing or improving techniques to predict asset returns, portfolio construction techniques and and contribute towards various state-of-the-art algorithmic trading applications that help solve a variety of trading problems. 

COMPANY is a small hedge fund based in New York City engaged in automated trading in electronic markets. We collect data on all aspects of various securities and spend our time at work finding new potentially profitable pockets of predictability in various markets and developing and improving technology that will let us take take advantage of what we find in an automated fashion. All our trading decisions are based on solid quantitative research and our trades are executed in an automated fashion. 

Requirements 

Preference will be given to candidates who have spent a fair amount of time doing data-driven empirical research in any area and can program well enough to write code to analyze data sets as large as a few terabytes. Individuals with a strong background in machine-learning, statistics, optimization, wavelets or a similar quantitative area preferred. Finance experience is not essential. We are looking for creative and entrepreneurial people who are good at analyzing large data sets. 

Please provide links to any research papers and or any code that you may have written that is either open source or that you otherwise have the right to share with us.