Description
DX Capital Management Inc. is a statistical arbitrage hedge fund. We are currently seeking a talented and experienced Quantitative Research Analyst to join our team. The successful candidate will focus on developing and enhancing systematic trading strategies. If you are passionate about finance, technology, and problem solving, we would love to hear from you. Responsibilities: Research, develop, and implement systematic trading strategies using machine learning techniques, such as deep learning, reinforcement learning, and natural language processing. Conduct rigorous backtesting, validation, and optimization of trading strategies to ensure robustness and profitability. Collaborate with the team to identify and implement improvements to existing strategies and models. Monitor and analyze the performance of trading strategies and models in real-time, adjusting as necessary. Maintain and enhance existing infrastructure and data pipelines for efficient data processing and strategy development. Stay up-to-date with the latest advancements in machine learning and quantitative finance, applying this knowledge to continuously improve our trading strategies. Present research findings and trading strategy performance to the team and senior management. Requirements: Exceptional programming skills and passion in C++ and Python . Strong problem-solving skills. IMO medals and Putnam top rankings are big plus. Ph.D. (or All-But-Dissertation) from a top tier Computer Science or Mathematics department. Or minimum of 3 years of experience working at an investment bank in a front-desk Strat role. Proficiency with machine learning libraries and frameworks, such as TensorFlow, PyTorch, or scikit-learn. Experience with time series analysis, statistical modeling, and optimization techniques. U.S. Citizen or Permanent Resident. We can not sponsor H-1B. Willing to relocate to Wellington, Florida or surrounding cities.
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