Position Description: The QR (Quantitative Research) group develops models and trading systems related to pricing, hedging and liquidating risk across asset classes and for cash and derivative instruments. Our systems are used globally by both internal trading groups and clients of the firm. Our philosophy is to solve complex real-world financial problems by applying quantitative techniques and advanced technology. The team spans the disciplines of finance, econometrics, statistics, mathematics, computer science and data analysis, with many team members versed in multiple areas. We are looking to hire highly talented, creative individuals who are enthusiastic about making a contribution to an already successful team in an intellectually challenging environment.
We are looking for a statistical quant with skills in developing and testing statistical models for our algorithmic trading platform. The individual will be a part of a team of highly skilled researchers and will perform independent research with a high degree of rigor. The quant will be involved in the modelling process from model inception, to development, implementation and testing with on-going performance monitoring.
Skills Required: Masters or PhD? in Statistics, Econometrics, Machine Learning or other hard science discipline with experience using statistical methods and data analysis. Experience developing and testing statistical models using low signal to noise data. Applicants must be have experience programming with data and working with large data sets in a Linux environment. Strong programming skills in modeling and database languages such as R, S+, MATLAB, SAS, SQL and/or KDB/q is required.
Skills Desired: Relevant quant experience in high frequency market making and/or alpha strategy development is a serious advantage. Work experience and/or thesis research in market microstructure is an advantage. Experience with high frequency time series data is an advantage.
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