About Kempstar
Kempstar is a “quantamental” driven, independent commodity trading firm focused on the distribution, supply, and trading of liquid fuel throughout the United States. Kempstar’s organizational structure encourages an entrepreneurial and collaborative approach. Everyone’s primary focus is on delivering results and delivering them efficiently and safely. At Kempstar, we work together to solve complex problems and deliver meaningful results. It is a place of high expectations, deep curiosity, and thoughtful collaboration.
As a Quantitative Analyst you will play a critical role in improving our performance and designing systems with scalability and flexibility. You will be responsible for developing and testing automated quant trading strategies using sophisticated statistical techniques. You will get to apply and hone your quantitative skills in a collaborative environment that allows you to work side-by-side with, and learn from, those who are thriving in this exciting and growing field.
What You Will Be Responsible For
- Researching new trading strategies and improving existing strategies utilizing our backtesting infrastructure by working closely with our fundamental analysts.
- Researching and make inferences using different statistical techniques to answer research questions.
- Optimizing and supporting existing models.
- Driving the firm forward with new ideas that will impact the way we leverage market, fundamental and alternative
Qualifications
- BS/MS/PhD in Engineering, Economics, Statistics, Mathematics, Computer Science, Actuarial Science, or a related/equivalent field from a top university.
- 2+ years of professional work experience in statistics, machine learning, or a related area within financial services or a similarly quantitative field.
- Demonstrate strong skills in Python and SQL.
- Good understanding of portfolio construction, portfolio optimization, portfolio simulation and risk models.
- Good understanding of statistics, regression models and quantitative analysis applied to finance.
- Apply quantitative techniques like machine learning to big datasets.
- Ability to manage multiple tasks and thrive in a fast-paced team environment.
- Ability to work well independently and in cross-functional teams.
- Strong analytical ability to learn independently from the code/reverse engineer.
- Agile experience, work in a rapid iterative manner.
- Excellent analytical skills with strong attention to detail.
- Strong written and verbal communication skills.
- An active interest in financial markets demonstrated by professional, educational, or personal experience.
- Experience working with large, “noisy”, incomplete data sets and investigating underlying data issues.
- Experience in implementing models from research papers.
Preferred Qualifications
- Exposure to finance (degree/CFA/work experience) is a plus.
- Knowledge in risk and optimization.
- Strong OOP skills with hands on experience in Python required, working knowledge of Python Dash.
- Experience working with Python, JavaScript, and JS frameworks (React.js and/or Node.js), C#, C++, Python, SQL, and Linux.
- Familiarity with the Atlassian Suite (Bitbucket, JIRA).
- Experience in an Amazon Web Services (AWS) ecosystem.
- Hands-on experience with Docker / containers.
Please send CV to careers@kempstar.com if you are interested in applying for this position.