Meet a Quantitative Researcher

Meet a Quantitative Researcher

What did you concentrate on an research during your doctoral program?

Applied mathematics with a focus on probability and stochastic processes.

What inspired you to choose this career path?

I love math and spent many years in school studying it. The financial market has a complexity which encourages me to use the skills I learned in my research, think deeper, and continue learning.

How did you find out about SIG?

I was watching High Stakes Poker and noticed that a player’s hat had “SIG” on it. After a bit of research, I learned that the poker player was a quant at SIG, one of the top trading firms.

What made you decide to join our team?

I did an internship with SIG’s Quantitative Research team. It was both challenging and fun. My mentors helped me a lot, from explaining concepts to solving technical problems. I enjoyed the internship experience and decided to join the firm after that.

What is unique about your current role?

My job is unique because it is dynamic. I work on different projects with different groups including traders, technologists, and other quants. This encourages me to learn new concepts quickly, like how to build a mathematical problem from a trading idea. After solving the problem, I also need to help translate the solution into a computer program so it can be used in production by traders and other researchers.

We talk a lot about teamwork at SIG. Where do you see this demonstrated?

Teamwork in the most crucial part in my job. Trading ideas usually come from discussions with traders. Very often I will need certain data or tools for testing new ideas. This cannot be done without the help from other people like quants and technologists. Once the ideas are proven to be valid, we will work together to put them in production.

If you were speaking with a candidate who has no prior financial services experience who was considering a role at SIG, what advice would you give them?

Having finance experience is useful, but knowing math and programming is valuable, too. Don’t worry about lacking finance knowledge, SIG has very good education programs and will teach you what you need to know.

If you were speaking with a candidate from another financial services firm who was considering a role at SIG, what advice would you give them?

SIG is definitely one of the best trading firms. What makes SIG stand out is that it really values education. You will learn about trading, decision science, and poker from the best people.

What is your favorite thing about living in the Philadelphia area?

Good food, museums, and art galleries. Also the living spaces are larger than what’s available in other cities.

Tell us a fun fact about you.

I like to solve and discuss math and algo puzzles at home. My cat actually listens to me whenever I talk about puzzles, I think she can even solve some simple ones now.