The Quantitative Analyst (multiple openings) at MPG Operations LLC in New York, NY will combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process. Develop new signals and strategies for a systematic global equity statistical arbitrage trading team. Conduct independent research using large data sets. Work alongside the Senior Portfolio Manager on alpha research, with a primary focus on idea generation, data gathering, research and analysis, model implementation, and back testing for systematic equity strategies. Collaborate with the Senior Portfolio Manager in a transparent environment, engaging with the whole investment process. Utilize research and programming skills in Python and C++ for trading strategies development. This position may involve work at unanticipated Millennium locations in the United States. Salary: $150,000 to $200,000 per year.Minimum Requirements: Requires a Master’s degree in Statistics, Mathematics, or a related quantitative field, plus 2 years in a data scientist, or related, occupation in the financial or investment industry. Must include 2 years of experience with each of the following: (1) statistical modeling including machine learning techniques, statistical simulation methodologies, and convex optimization; (2) applied mathematics; (3) create and back test investment strategies tradable in the US as well as the global financial markets; and (4) apply techniques to explore the inefficiencies in the financial market and identify trading signals. Must also include 6 months of experience with each of the following: (5) programming skills using python and C++; (6) statistical modeling packages including tensor flow, pandas, and numpy; (7) mathematical finance including equity pricing theory,portfolio construction and risk management; and (8) build predictive models using forecasting algorithms including neural network and boosting algorithms.To apply please send resume to recruiting@mlp.com and reference job code "0250" when applying.#LI-NDI #LI-DNI #LI-DNP
Minimum Salary: 150,000
Maximum Salary: 200,000
Salary Unit: Yearly