Quantitative Researcher - Equity Statistical Arbitrage
Tasks
- Build statistical arbitrage models
- Create modeling workflow for financial data
- Develop calibration and benchmarking frameworks
- Elevate predictive modeling standards
- Implement data preparation and dataset generation pipelines
- Prototype time series predictive architectures
- Validate model performance and monitoring
Perks/Benefits
Skills/Tech-stack
Benchmarking | C# | C++ | Calibration | CatBoost | Core Data | Data Pipelines | Data Preparation | Data Wrangling | Fixed Income | Hedging | Machine Learning | Numerical computing | Out of Core Data | Predictive Modeling | PyTorch | Python | Statistical Arbitrage | TensorFlow | Time Series | Valuation | XGBoost
Education
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