Aargo is looking to add an outstanding Quantitative Researcher to one of our quantitative trading teams. Quantitative Researchers collaborate extensively with quantitative traders and quantitative developers to create and build novel systematic trading strategies. Our quantitative researchers leverage our state of the art research infrastructure to apply rigorous statistical and mathematical methods on a variety of data. They use cutting edge statistical, machine learning and deep learning algorithms to learn from the data and use this intelligence to predict the future market behavior. The candidate can expect exposure to a wide range of interesting and challenging problems including alpha generation, portfolio construction, statistical modeling, machine learning, and deep learning.

Required Core Competency

• Hands-on experience in applying statistical, machine learning and deep learning methods on noisy financial data for creating novel alpha signals
• Deep understanding of financial markets and market micro-structure
• Exceptional analytical and problem solving skills
• Expertise in using pandas, numpy, scikit-learn, statsmodels-tsa, TensorFlow, Keras, and Matplotlib libraries for data analysis
• Comfortable taking ownership of projects and responsibilities with minimum supervision
• At least a bachelors degree in Computer Science, Mathematics,  Statistics, Data Science or other quantitative discipline

Good To Have

• C++/Java development experience
• Experience in developing tools and libraries for market data analysis and back-testing
• Prior experience at a top tier hedge fund, proprietary trading house or investment bank