Quantitative Research 3

Summary

Join Mosaic Smart Data, a leading AI/ML company focused on front-office products in the financial sector, as a Quantitative Researcher. This role offers the opportunity to contribute to impactful projects, utilize cutting-edge technologies, and work with a team of experts. You will develop and implement quantitative strategies, conduct R&D, and apply your expertise in stochastic modeling, volatility modeling, and machine learning to improve risk models and drive client value. The position requires 5+ years of front-office experience in an investment bank, in-depth knowledge of quantitative finance and FICC markets, and strong coding skills in Python. Mosaic Smart Data provides a competitive compensation package, flexible work arrangements, and a generous time-off policy.

Requirements

• A deep and genuine interest in MSD as demonstrated by a connection to its mission, marketplace and/or technologies
• 5+ years of Front-Office exposure to market-making/client analytics or pricing models (preferably in a Investment Bank)
• In-depth knowledge of quantitative finance e.g. stochastic calculus, volatility modelling, price/ risk attribution, client strategies
• Extensive knowledge of FICC markets and maths including strong trading knowledge in one asset class (Rates, Credit or FX)
• Strong level of coding experience in python and knowledge of ML tools / libraries like tensorflow / pytorch or pymc3

Responsibilities

• Write production level quantitative strategy in at least 1 business domain that impacts the positive revenue of a trading desk
• Originate innovative hypotheses which are developed into R&D projects and taken through into client value driving production
• Apply recent trends and developments in the financial service domain to improve volatility and/or credit risk modelling
• Make proactive use of cloud computing solutions (like AWS/GCP) and other technological tools to improve model accuracy
• Use leading research and concepts to adapt thought leadership into innovative applied ML solutions creating positive client impact

Benefits

• A truly global mission with a passionate highly talented community in locations all over the World
• The ability to have significant impact and potential for learning as our aspirations require bold innovation
• A highly competitive cash compensation package with performance bonuses baked into salary payments
• A flexible work schedule that allows for Remote or Hybrid work as appropriate to the role and location
• A very generous time-off policy (30 days annually), with public holidays for your geography in addition