JOB DESCRIPTION: Quantitative Research Analyst, Portfolio Management Team, SAC MultiQuant (New York City)

An established quantitative portfolio management team within SAC is looking for a research analyst to contribute to its core business and to develop new areas of expertise. The candidate should possess outstanding empirical research skills, expert-level knowledge of statistical and machine learning techniques, and competence in software development.

Role/Responsibilities:

Requirements:

The group’s research-driven methodology for finding new sources of profitability has occasionally led to academic publications that are illustrative of the nature of the group and the expectations of candidates; interested parties can search the web for the publications “Empirical Limitations on High Frequency Trading Profitability”, “Censored Exploration and the Dark Pool Problem”, “Reinforcement Learning for Optimized Trade Execution”, and “The Penn-Lehman Automated Trading Project”.

SAC is an Equal Opportunity Employer.  SAC is committed to the principles of equal employment opportunity for all employees and applicants for employment.  SAC complies with applicable, local, state and federal laws on the subject of equal employment opportunity

Please email your resume to minhua.zhang@sac.com.