Position Title:  Quantitative Research Analyst Internship

Location: Philadelphia, USA

Position Summary

Stevens Capital Management  LP (“SCM”) is a quantitative hedge f und manager specializing in the rigorous development and disciplined implementation of empirically based trading strategies.  We employ a variety of statistical methods and techniques using our robust technology and data inf rastructure.  We operate a 24 hour low-latency global operation trading liquid f utures contracts, currencies and equities, using automated proprietary execution algorithms. Our flagship fund has been in business for more than 30 years.

We’re seeking exceptionally motivated students with a strong interest in the financial markets to contribute to our empirical research process. The range of research ideas to investigate is open-ended and will depend on a candidate's background and strengths.

Opportunities, including full-time summer internships and part-time work throughout the school year, are available for qualified students at each of the undergraduate, masters and PhD levels.

Primary Responsibilities

•   Read and analyze academic research or other source material pertaining to anomalies in the global f inancial markets.

•   Build data sets and conduct statistical analysis on the data.

Required Qualifications

•   Substantial progress toward a degree (graduate level pref erred) in a quantitative discipline (e.g. statistics, econometrics, mathematics, engineering, physics or computer science) or f inance (with extensive coursework in quantitative disciplines).

•   Programming experience, ideally including R, C++ and/or Python.

•   Experience with regression analysis.

•   Strong interest in learning how to build, organize and analyze large data sets.

•   Strong organizational and communication skills.

How to Apply:

Please apply direct via: https://grnh.se/63aqk2wu1us

Quant Software Developer; Cubist Systematic Strategies, LLC (New York, NY). Work From Home 1X per week. Research, design, & implement quant models for systematic trading strategies. Conduct statistical research on financial data & engineering data pipelines for market analysis. Must have at least master's or its equivalent in Computer Science, Computer Engineering, Information Systems, Applied Mathematics, Physics  , or a related field & at least 3 months experience as a Quantitative Software Developer or Engineer Intern or in a related role supporting a systematic trading business  . Must have 3 months experiene with programming in C++ & Python; designing libraries for real-time & historical market data; designing data processing pipelines & dataflow functionality; designing real-time system performance monitoring tools; & demonstrated experience with designing portfolio optimization systems. Salary range= $175k - $300k/yr. Resume to svcRecruiting@Point72.com & reference Job Code X072025X.

Research Analyst; Cubist Systematic Strategies, LLC (New York, NY). Work From Home 1X per week.  Conduct & manage quant finance alpha research from diverse data to provide accurate stock return forecasts. Build & implement profitable quant equity investment models. Must have master’s or equivalent in Computational Finance, Financial Engineering, Statistics, Math, Operations Research, Computer Science or a related STEM field & 3 years experience as Quant Anlyst or Quant Developer or in related role at financial services institution. Must have 3 years experience with: supporting quant trading at a financial services institution; & conducting independent research using large data sets. Must have 2 years experience with: programming/using C++, SQL, & Python; developing & enhancing trading platform & data pipelines; cleaning & preparing position & trade data for trading & risk analysis; & participating in quant trading signal deployment & monetization. Salary range= $150K - $300k/yr. Resume to svcRecruiting@Point72.com & reference Job Code H072025Y.

Position Title:

Senior Financial Quantitative Analyst

Location:

Miami, FL

Position Summary:

Prepare & maintain financial reports, including income statements, balance sheets, & cash flow statements for real estate property portfolio. Develop mathematical & statistical models for risk management, asset optimization, pricing & value analysis. Utilize mathematical & statistical methodologies to monitor & analyze financial performance. Prepare annual budgets. Develop & maintain analytical tools to address portfolio composition, performance, profit/loss & pricing. Develop & update financial forecasts. Assist in development of financial models. Confer with management on market dynamics to develop quantitative techniques.

Required Qualifications:

Requirements: Master's or its foreign educational equivalent in Finance or Accounting + 2 years experience in job offered or in a related position developing & using statistical modeling & performing complex financial analysis, budget analysis & revenue forecasting in the real estate industry.

How to Apply:

Mail resumes to Barlington Group, LLC, Attn: M. Pinilla, 1637 SW 8th St, Ste 200, Miami, FL 33135 or email to martin@barlingtongroup.com

Position Title:

Quantitative Analytics Specialist

Location:

Mount Laurel, NJ

Position Summary:

Quantitative Analytics Specialist @ TD Bank, National Association d/b/a TD Bank, America’s Most Convenient Bank (Mount Laurel, NJ) F/T –Provide financial, analytical, modeling expertise to build quantitative models for business projects. Conduct complex quantitative analysis. Perform statistical model assumptions’ tests for soundness of model theory. Provide hands-on modeling in the entire life cycle. Review model results and identify unexpected results. Provide training/mentoring for new and junior staff. Develop specialized analytical tools for projects or ongoing use. Manage development of conclusions and courses of action to rectify discrepancies, and analysis to be presented to management to aid in decision-making processes. Integrate knowledge of enterprise sub-functions or business line strategy in developing solutions across multiple functions/operations. Interpret internal and external business challenges and the industry environment, and recommend courses of action and best practices to improve products, processes, or services. Convert information to compelling business context and advice. Influence and gain alignment across increasingly senior stakeholders. Remote work permitted up to 3 days per week.Total Rewards at TD includes base salary and variable compensation/incentive awards and key plans such as health and well-being benefits, savings and retirement programs, paid time off (including Vacation PTO, Flex PTO, and Holiday PTO), banking benefits and discounts, career development, and reward and recognition. Rate of pay: $95,264 - $142,896 /yr.

Required Qualifications:

Position requires a Master’s degree, or foreign equivalent, in Finance, Economics, Management Science and Engineering, or related field. Must have experience with or academic exposure to each of the following: Building and validating quantitative models, including ability to interpret requirements/needs and select appropriate modeling techniques; Loss forecasting models, including Probability of Default (PD), Exposure at Default (EAD), or Loss Given Default (LGD); Econometrics models including time series; Credit risk models; Machine learning models; Statistical analysis including inference analysis, simulation, sampling, and hypothesis testing; and, Programming in SAS, Python, and R.

How to Apply:

Email resume to AMCBImmigration@td.com. Ref TD- 8700002.