SIG quants are responsible for over 200 scholarly publications
Applied Mathematics, Physics, Operations Research, Statistics and Probability, Economics and Finance, Electrical Engineering
94% of our quants sit on the trading desk
Python, C++, C#, R, Matlab
Where we work: 70% in Bala, 20% in Dublin, 10% in Sydney
We solve mathematical puzzles found in the financial markets and process vast amounts of data, both formidable and computational, to identify profitable trading opportunities.
We employ compute clusters with thousands of cores and high-performance tick-by-tick data stores that enable us to analyze data on a massive scale. Jumping between machine-driven data analysis and our thoughts, we establish meaningful relationships among financial products. Whether we’re generating, testing, or challenging our own hypotheses to create or improve complex trading strategies, we’re constantly learning.
Our team is made up of over 50 quants with PhDs in various scientific fields and from a range of backgrounds, including prestigious academic institutions, government research labs, as well as industries both inclusive of and beyond financial services. Our previous academic research has enabled us to crack open problems that have never been solved and to apply a scientific discipline of rigorous thinking to questions. We leverage SIG’s resources to continue our education about the financial markets, hone our quantitative modelling skills, and train in decision science and game theory.