Responsibilities include but not limited to:

-    Develop skills in the pricing of equities and derivative products, gai
ning exposure to quantitative pricing methodologies, alpha research and tradi
ng algorithm design.
-    Assist senior researchers and traders with the design, modification and tes
ting of the firm's in-house pricing alphas and trading strategies.
-    Conduct data cleaning/extraction, data filtering/selection, and statistical
/quantitative analysis on market and trade data to design alphas, enhance alp
ha quality/stability and trading performance via post-trade analysis.
-    Contribute to the ongoing modification/enhancement of the firm's pricing an
d trading models and applications.
-    Develop and maintain back-testing modules, testing environments and data st
orage/access architecture.

Requirements:

-    Degree in Mathematics, Statistics, Actuarial Science, Engineering, Computer
Science, Operations Research or Natural Sciences.
-    Exceptional analytical skills and a high level of attention to detail.
-    Highly proficient in data analysis and statistical software such as R, Matl
ab and Stata.
-    Strong coding ability (in C++, VBA, Python) preferred.
-    Demonstrated ability to multi-task and ability to creatively problem-solve.
-    Have a strong interest in financial markets and quantitative research.  Bas
ic understanding of equity and derivatives markets preferred but not required
.
-    Proactive and self-motivated, and eager to develop a career in quantitative
research and/or trading strategy development.

If you are interest, please send your resume to Zoe@empiricuscapital.com
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FROM 124.205.76.*