PhD Quant Locum Tenens for Hedging Desk at Realty Firm

3-4 PhD astrophyicists wanted for small, private investment club in the residential real estate business.

The position is a full-time remote role attending fixed income hedging. You will apply standardized mathematical formulas, assay multivariate data sets, conduct simulations, collaborate with an interdisciplinary team, and monitor risk in real-world scenarios across 23/6 CME GlobeX sessions as a locum tenens.

Particulars tasks you'll handle include effectuating client-side KPI derivations with industry standardized formulas, fitting spline regression models, applying cross-validation, deploying mean reversion to smooth a yield curve, using linear algebra to solve systems of equations, and overseeing process improvements.

Duties

• Script ETL Processes.
• Navigate API documentation.
• Apply calculus to derive KPIs from immutable observable variables.
• Develop smoothing and penalty functions to optimize chi-squared values.
• Use Cross Validation to improve goodness of fit.
• Integrate recent observations into an adaptive ARIMA.
• Penalize datas with partial stochastic differentials.
• Solve big systems with advanced algebras.
• Use systems of equations to select combinations that minimize a given objective function.
• Applying thread locking and similar concepts to ensure data integrity.

Qualifications

• Ph.D. in Mathematics, Physics, Financial Engineering, or a related field
• Proficiency in analytics, with a focus on working with large datasets and deriving insights
• Experience in Computer Science, including programming and algorithm development
• Familiarity with statistical analysis and quantitative methods
• Strong communication skills and the ability to work effectively in a remote team environment
• Knowledge of fixed income markets and financial instruments is an advantage

Requirements

• Proven experience as a mathematician.
• Knowledge of analytics tools and techniques.
• Familiarity with modeling tools like StatsModels and SciPy.
• Skills designing experiments and evaluating hypotheses.
• Knowledge of data warehousing concepts.
• No conflicting no-competes.
• Ability to follow instructions from your supervisor and refrain from creative impulse.
• Willingness to sign narrow NDA with the company's owner, who licenses his copyrighted works to company as a statutorily authorized dual trader.