Thasos Group / Senior Quantitative Researcher / NYC Based / Full Time ONSITE
What:
Want to help redefine macro-economic forecasting for the 21st century? It ends up location data is a pretty good indicator of economic activity. We source and combine billions of geolocation events daily from mobile devices world-wide. By measuring real-time, aggregate human mobility, we estimate changing fundamentals for companies, industries, and key macroeconomic indicators. The team is world class and founders include Greg Skibiski, Founder of Sense Networks, and Alex "Sandy" Pentland, Head of Human Dynamics Research at MIT. We don't have any institutional VCs and we're excited to own our destiny. The business is growing and we need more curious and capable minds!
The role:
* Build efficient, scalable models to extract real-time economic insights from novel, large-scale data.
Enhance and develop techniques for normalization, noise reduction, and error identification and correction across many disparate data sources with years of historical data.
* Work with portfolio managers to assess financial applications for signals, which may include asset selection, investment timing, and risk control.
Requirements:
* Masters degree or PhD in a quantitative field.
* 3+ years experience in fields related to financial markets.
* 5+ years experience in writing code for data analysis (Python experience is preferred) and applying advanced methods from statistics, machine learning, or related fields.
* Self-starter with a demonstrated ability to devise and build end-to-end solutions with minimal oversight.
For more information, please send cv/LinkedIn, GitHub etc... to careers@thasosgroup.com
What: Want to help redefine macro-economic forecasting for the 21st century? It ends up location data is a pretty good indicator of economic activity. We source and combine billions of geolocation events daily from mobile devices world-wide. By measuring real-time, aggregate human mobility, we estimate changing fundamentals for companies, industries, and key macroeconomic indicators. The team is world class and founders include Greg Skibiski, Founder of Sense Networks, and Alex "Sandy" Pentland, Head of Human Dynamics Research at MIT. We don't have any institutional VCs and we're excited to own our destiny. The business is growing and we need more curious and capable minds!
The role: * Build efficient, scalable models to extract real-time economic insights from novel, large-scale data. Enhance and develop techniques for normalization, noise reduction, and error identification and correction across many disparate data sources with years of historical data. * Work with portfolio managers to assess financial applications for signals, which may include asset selection, investment timing, and risk control.
Requirements: * Masters degree or PhD in a quantitative field. * 3+ years experience in fields related to financial markets. * 5+ years experience in writing code for data analysis (Python experience is preferred) and applying advanced methods from statistics, machine learning, or related fields. * Self-starter with a demonstrated ability to devise and build end-to-end solutions with minimal oversight.
For more information, please send cv/LinkedIn, GitHub etc... to careers@thasosgroup.com