PhD/MSc Math Geek for Volunteer Goldman Sachs Stablecoin Bootleg Timeshare Cooperative
Role Description
The position is a full-time remote role attending fixed income hedging for a realty firm that is transitioning into an employee owned cooperative. Your position will entail applying standardized mathematical formulas for fixed income hedging, analyzing complex data sets, conducting simulations, collaborating with an interdisciplinary team, and monitoring risk in real-world scenarios across 23/6 CME GlobeX sessions.
Particulars tasks you'll handle include effectuating client-side KPI derivations with industry standardized formulas, fitting spline regression models, applying cross-validation, deploying mean reversion to smooth a yield curve, using linear algebra to solve systems of equations, and overseeing process improvements.
Duties
- Script ETL Processes.
- Navigate API documentation.
- Apply calculus to derive KPIs from immutable observable variables.
- Develop smoothing and penalty functions to optimize chi-squared values.
- Use Cross Validation to improve goodness of fit.
- Integrate recent observations into an adaptive ARIMA.
- Penalize datas with partial stochastic differentials.
- Solve big systems with advanced algebras.
- Use systems of equations to select combinations that minimize a given objective function.
- Applying thread locking and similar concepts to ensure data integrity.
Qualifications
- Ph.D. in Mathematics, Physics, Electrical Engineering, Financial Engineering, or a related field
- Proficiency in analytics, with a focus on working with large datasets and deriving insights
- Experience in Computer Science, including programming and algorithm development
- Familiarity with statistical analysis and quantitative methods
- Strong communication skills and the ability to work effectively in a remote team environment
- Knowledge of fixed income markets and financial instruments is an advantage
- Willingess to co-sign mortgage!!!!!!!!
Requirements
- Proven experience as a mathematician.
- Knowledge of analytics tools and techniques.
- Familiarity with modeling tools like StatsModels and SciPy.
- Skills designing experiments and evaluating hypotheses.
- Knowledge of data warehousing concepts.
- No conflicting no-competes.
- Ability to follow instructions from your supervisor and refrain from creative impulse.
- Willingness to sign narrow NDA with the company's owner, who licenses his copyrighted works to company as a statutorily authorized dual trader.
Please send your resume. If you have appropriate qualifications DAM's owner will reach out to schedule an interview.