# About us
Theme is a quantitative trading firm whose strategies take advantage of short-term price volatility created by institutional block trades on US cash equities. We hold ourselves to an incredibly high standard of quality and seek to work with individuals who do the same.
# About the role
At Theme, data is the most important element of our business. We ingest hundreds of millions of trades each day and test new ways to glean important data from those trades. As a great candidate for this role, you have substantial experience applying statistical methods to real and messy data. You understand the gaps in data and flaws in assumptions you make, and, most importantly, you know how to communicate them to inform real-world strategy. In this role, you will analyze and interpret this data to drive Themeâs technical trading strategies. You will also work with engineers to lay the foundation for a strong analytical practice by establishing core pipelines and models to deploy to production. Using analytical excellence, you will identify new trends and opportunities to create new strategies with the founders, as well as establish key frameworks and high standards for the team.
## Your day-to-day work will involve:
* Work with large financial market datasets and solve difficult analysis problems, applying advanced analytical methods to find patterns in noisy financial data
* Develop and deploy sophisticated models to describe how the markets will behave
* Build and prototype analytical pipelines
* Develop a comprehensive understanding of financial market data structures and metrics to drive improvements to Themeâs proprietary algorithms
* Conduct end-to-end analyses, including data gathering and requirements specification, processing, analysis, backtesting, and presentations
* Read and stay up to date on the latest research papers in our field
## You will find yourself at home at this position if:
* Bachelorâs degree in a quantitative discipline (e.g., Statistics, Computational Finance, Computer Science); * Masters or PhD preferred
* 2 + years of industry experience as a Quantitative Researcher or related field such as a data science or algorithmic trading
* Applied experience with machine learning on large, real-world datasets
* Experience with building statistical pipelines with modern frameworks (e.g., airflow, kafka), as well as a strong knowledge of Python (or other scripting language) and PostgreSQL
* Interest in financial markets, trading, and economics
## Whatâs in it for you?
* Dedicated engineering team to support research
* Competitive compensation
* Fully remote position with adaptable working hours
* Low-stress work environment in a team that makes you feel valued and heard
* Exciting technology and latest library versions
* Opportunity to grow in machine learning and devops fields