Master's Degree in Business Analytics, Mathematical Finance, or Financial Engineering
3+ years of experience as a Quantitative Researcher or in a similar role
Expertise in quantitative research, statistical modeling, and predictive analytics
Proficient in Python and KDB/Q for analytical applications and automation
Experience with Bayesian models, Monte Carlo simulations, and hypothesis testing
Skilled in processing structured and unstructured alternative data sets
Familiarity with AI-powered research systems and cloud-based data pipelines
Responsibilities
Identify objective functions to enhance trading strategies
Manage and improve trading strategies using KDB/Q and Python
Direct implementation of algorithms for optimization problems
Guide team in applying mathematical models and statistical techniques
Lead analysis of market impact and control trading costs
Pitch new trading ideas to senior management
Conduct sophisticated analyses to uncover statistical effects
Oversee testing and validation of trading applications
Automate data processing routines using Shell scripts and Python
Benefits
Health and dental insurance
Wellness plans
401(k) contributions
Full Job Description
Squarepoint Services US LLC seeks a Manager of CTA Intraday Monetization for its New York, New York location.
We are looking for a Manager of CTA Intraday Monetization who, on behalf of an investment management firm, will oversee and manage the formulation of mathematical models for investment strategies based on independent quantitative analysis, performing the following duties:
Identify suitable objective functions for fitting parameters to enhance trading strategies.
Manage the implementation and improvement of trading strategies; analyze existing strategy behavior and propose and implement improvements using KDB/Q and Python.
Direct the implementation and use of computer algorithms to solve resulting optimization problems.
Guide and direct team in employing mathematical models and statistical techniques, including regression analysis, machine learning algorithms, and statistical inference, and apply financial knowledge and computer skills to enhance investment strategies for futures and other asset classes.
Lead the modeling and analysis market impact and control trading costs of systematic futures and FX trading strategies based on knowledge of market structure.
Lead new trading ideas pitches to senior management.
Lead sophisticated analyses to reveal previously unknown statistical effects, assess their robustness, and implement systematic strategies to monetize such effects.
Manage testing and validation of both simulation and live trading applications.
Oversee application development utilizing Shell scripts and Python to automate daily routines for processing data in support of trading strategies.
Required Qualifications:
Master's Degree in Business Analytics, Mathematical Finance, or Financial Engineering
Minimum of 3 years of experience in position offered or as Quantitative Researcher
All required experience must have included:
Applying quantitative research, statistical modeling, machine learning and predictive analytics in large-scale data analysis;
Programming in Python and K/QDB to design analytical applications, data pipelines and automation tools;
Developing and implementing Bayesian models, Monte Carlo simulations, forecasting methodologies, scenario analyses and hypothesis testing frameworks;
Acquiring, processing and analyzing structured and unstructured alternative data sets;
Building AI-powered research systems including autonomous and multi-agent frameworks; and
Designing cloud-based data pipelines and AI applications leveraging Large Language Models (LLMs), ChatGPT, Gemini, and LangChain.
The minimum base salary for this role is $275k if located in New York. This expectation is based on available information at the time of posting. This role may also be eligible for benefits, such as health, dental, and other wellness plans, as well as 401(k) contributions. Successful candidates' compensation and benefits will be determined in consideration of various factors.