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|Sector||Credit & Risk Management|
One of the most prestigious Hedge Funds on the street is looking for a Quantitative Researcher to focus on Mid/High Frequency Algorithmic Strategies:
Tick level market data investigation of patterns and relationships from global rates and fx markets.
Developing algorithmic solutions to electronic trading and execution.
Working closely together as part of a team, sharing ideas and collaborating.
3 years plus experience researching and developing in algorithmic trading, ideally rates related.
Proven success of adding value to the algorithmic trading process.
Desire to learn new things.
Excellent communication skills.
Interest in data science and working knowledge of statistics.
Strong programming skills, ideally C++ and Python but candidates with knowledge of R or Matlab will be considered.
Ideally PHD level in a quantitative discipline.
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