Quantitative Analyst

Tios Capital Alexandria , VA 22307

Posted 5 days ago

As a Quantitative Analyst you will work under the guidance of our Lead Quant. You will work closely and collaboratively with Trading and Technical teams with the ultimate goal of supporting day-to-day trading operations with your quantitative abilities. You will work daily with large amounts of real-time data to perform predictive analysis on a variety of market signals. Given the nature of power trading markets, you will regularly encounter small-sample problems, which requires you to work with very limited data to build predictive models that best fit our trading needs. To succeed, you need to learn an extensive amount of knowledge about the power trading market, and have the ability to combine your fundamental modeling knowledge with the realities of market dynamics. You will participate in all of the stages of predictive analysis, including descriptive analysis, model structure research, feature engineering, model construction, tuning, evaluation, as well as full productionisation. This position heavily involves R/Python programming, data management (e.g. SQL, Cassandra, Snowflake, Redis) and working in production and R&D AWS cluster environments.

You will be expected to communicate your approach and findings clearly and concisely to other Tios Capital teams. You must be able to work in a dynamic, collaborative environment. It is important that you are enthusiastic about joining a small but highly productive company. You will need to be flexible, driven, collaborative, and comfortable juggling responsibilities in multiple disciplines.

This position is based in our Alexandria, VA office. You will be expected to work multiple days per week in the office and travel to our Birmingham, AL office periodically (estimated 1-2 weeks of travel annually).

Requirements

Responsibilities

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  • Perform descriptive data analysis and data mining to uncover underlying the quantitative relationship between available factors and market signals. Collaborate with other team members to learn market fundamentals and apply market knowledge in quantitative analysis.
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  • Build and maintain predictive models with statistical rigor. Collaborate with other team members to improve model performance as well as integrate predictive models into our trading strategies and production trading systems.
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  • Perform regular evaluation on predictive models. Regularly seek out opportunities to improve our predictive models. Assist with creating automated performance assessment systems.
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  • Work independently to turn experimental models into production-ready systems. Maintain the production modeling system and actively adapt the model to new requirements as they arise and new market dynamics are understood.
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  • Participate in on-call responsibilities to troubleshoot live production modeling systems.

Skills and Qualifications

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  • Excellent in R, Python, or MATLAB (at least 2 years, with use in major projects). Able to take independent responsibility in creating and maintaining production modeling systems in R and Python.
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  • Excellent in predictive model building approaches (sample selection, feature engineering, model selection, parameter tuning, validation, point/interval prediction) with a solid grasp of underlying theories. At least 2 years experience in a number of regression models, machine learning models and time series models.
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  • Excellent quantitative problem solving skills, attention to detail, a hunger and curiosity about data, and a drive to continually learn and grow.
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  • Excellent foundation of quantitative theory coupled with an ability to build real-world models and analytical tools. Ability to quickly learn new, complex subject matter and intelligently apply it to solving real-world problems.
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  • Experience with SQL and other database technologies (Cassandra, DynamoDB, Snowflake, etc).
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  • Experience with small sample problems is a plus. Coursework related to small sample theory is a plus.
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  • Eagerness and ability to learn new technologies and programming languages quickly.
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  • Eager to learn power trading market fundamentals and able to seek opportunities to combine quantitative theory with market reality.
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  • Good communication skills to explain and justify your conclusions to non-technical stakeholders.
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  • BS in a quantitative discipline (e.g. Statistics, Math, Computer Science, Engineering). Further education or work experience in a quantitative discipline is preferred.

Benefits

Tios Capital will provide a competitive base salary, with eligibility for bonuses based on individual and company performance. Three weeks of paid vacation, health, and dental insurance are also included. We also provide a 401(k) plan and 40 hours/year of professional development.

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Quantitative Analyst

Tios Capital