Developing and implementing systematic, computer-driven trading strategies across multiple liquid asset classes
Requirements
- Programming in any of the following: C++, Java, C, MATLAB, R, Python, or Perl
- Strong analytical and quantitative skills
- Demonstrated ability to conduct independent research utilizing large data sets
Responsibilities
- Conducting quantitative finance research with a focus on statistical and predictive models
- Managing all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring
Other
- MS or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline
- 3-7 years of experience in alpha driven quantitative research for equities, futures, fixed income, credit, and/or FX
- Willing to take ownership of his/her work, working both independently and within a small team
