About the Position
We are looking for a Statistical Arbitrage Research Analyst who is excited to apply rigorous math and statistical methods to analyze a variety of input datasets to create novel alpha-focused trading strategies for Jane Street. Your work has the potential to span across any and all liquid asset classes, including, but not limited to, U.S. and global equities, equity and fixed income futures, FX, and corporate bonds.
Ideally, you will have previous experience working in a buy-side or sell-side financial firm with some combination of asset price returns data, non-returns-based traditional data, and alternative data sets. However, if you are an economist or data scientist in a different field (such as tech) we're open to teaching you what you need to know to thrive in this role.
We are looking for someone who is eager to dig deep into the details of data sets to assess quality and consider outliers, dimensionality, feature engineering, causa...