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Janestreet· Posted 2026-08-26
Senior Quantitative Researcher: OCaml Experience - PERM
New Yorkfull timeOn SiteseniorH1B: no
Janestreet Senior Quantitative Researcher independently analyzes large datasets, builds and tests models, and develops proprietary trading strategies using OCaml and Python. Mentors junior researchers and collaborates with traders on valuation and risk.
Responsibilities
- Independently manage and execute quantitative research;
- Implement, configure, and maintain production trading systems in OCaml;
- Review and vet research performed by Junior Quantitative Researchers;
- Mentor and train Junior Quantitative Researchers in statistical and modeling techniques, financial markets, and idioms of the OCaml programming language; and
- Liaise with Traders regarding trading opportunities, expectancy, and risks pertaining to proprietary valuation and trading methods.
- One (1) year of experience working directly with an automated proprietary trading system;
Qualification
Required
- One (1) year of experience applying knowledge of statistics, machine learning, model building, and financial time series analysis to the development of proprietary trading strategies;
- One (1) year of experience conducting research and performing data analysis and visualization in Python;
- Developing and maintaining trading systems using software engineering fundamentals in Python and OCaml;
- Learning and building financial asset pricing models for derivatives; and
- Monitoring and modeling risk across trading portfolios.
- All technical requirements for this role may be subject to employer conducted testing to assess minimum proficiency.
Company
Janestreet
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