Meet a Quantitative Researcher

Meet a Quantitative Researcher

Were you involved with anything in the past that sparked your interest in joining a company like SIG?

My background is in pure math, but in grad school I was involved in a Bayesian statistics project and my interest in more real-world, applied problems was sparked.

What made you decide to join our team?

I heard great things about SIG, and the interview process was both fun and challenging. I got a sense that I would be working with smart, curious people.

What do you like best about working here?

I enjoy the opportunity to work closely with traders and technologists, the open communication, and that, although this is fast-paced company, people here understand and appreciate the requirements of in-depth quantitative work.

What is unique about your current role?

I am involved in short-term, tactical studies that yield fast results and have an immediate impact on the company’s business and bottom-line, while also being given the opportunity and time to work on longer-term projects involving careful modeling and quantitative analysis.

We talk a lot about teamwork and collaboration at SIG. Where do you see this demonstrated in your current role?

It’s demonstrated every day. There’s a level of openness and collaboration that I believe is unique to our company, particularly in terms of giving feedback. We know we all make errors, and the best way to improve quality over time is to be open to feedback.

If you were speaking with someone who was considering SIG, what would you say?

Unlike other organizations, where you may be compartmentalized, SIG provides an open environment. There is constant communication between teams. I came to SIG with very little knowledge of finance and virtually no programming experience. SIG is primarily looking for talented individuals with an eagerness to learn. However, there are a few things that someone who’s considering a career in finance should read about, including statistics, a bit of programming, and Black Scholes.

In your opinion, what is the best perk we offer?

The gym, although the on-site car service is also incredibly convenient.

Walk us through a typical day in your life.

There’s no typical day. Some days are spent on a single project, and that’s great because it enables me to focus on getting the details right. On other days, I’m in the implementation or discussion phase of a project, where we’ll have meetings to discuss potential problems, what the next steps are, etc. There are also a lot on one-on-one discussions when a colleague has an idea; we’ll spend time hashing it out together to determine how we could test the idea empirically.

What inspired you to choose this career path?

The most exciting thing for me about finance is that the feedback loop between quantitative ideas and the company bottom line is very short. In other industries, your models might take a lot of time to get implemented, and other business considerations may take precedence over your work. In finance, the quant team strongly impacts the core business, so the ideas you have and the models you build can very quickly lead to trading, sometimes in a matter of days or even hours.

Tell us a fun fact about yourself.

I eat a lot of mushrooms. This is a bit of a caricature, because I’m French, so people are always letting me know when there are mushrooms at lunch. One colleague even picks them in the spring and brings me some.