Quantitative Analyst
Dallas, TX | Remote
This position is the intellectual engine of Strike Global. As a Quantitative Analyst, you will be tasked with deciphering the noise of global markets to uncover the 1-of-1 signals that drive our alpha. You will work at the core of our research continuum, collaborating with technologists to architect predictive models that are as robust as they are precise.
We are seeking a researcher with the "Hulk" intensity to tackle non-trivial statistical challenges and the "Sovereign" discipline to maintain objective rigor in high-volatility environments.
Responsibilities
Signal Discovery: Mine high-fidelity data streams to identify non-obvious correlations and predictive glints. You will own the research cycle from hypothesis to backtested reality.
Recursive Modeling: Design and refine sophisticated statistical models that adapt to shifting market topographies. You aren't just building models; you’re engineering a continuum of intelligence.
Execution Strategy: Collaborate with the Vanguard Dev team to translate research into production-ready logic, ensuring our "Strike" is backed by mathematical truth.
Risk Architecture: Monitor the performance of live strategies, identifying edge cases and technical friction before they impact the bottom line.
Skills Required
Mathematical Mastery: Exceptional depth in probability, statistics, and stochastic processes. You should view the market as a system of solvable equations.
Algorithmic Fluency: Efficient in Python and familiar with C++ environments. You need to be able to manipulate massive, "noisy" datasets with surgical precision.
Data Intuition: A proven track record of finding signal in high-dimensional, unstructured data (e.g., real-time sports telemetry or macro-economic event feeds).
Intellectual Autonomy: Self-directed and capable of driving a research agenda without needing a "Slouch" manager to hold your hand.
Rigorous Communication: The ability to distill complex quantitative "Sauce" into clear, actionable executive insights for the Principals.