Alpha Generating Quantitative Researcher/Strategist – Prop High Frequency Trading Firm – Unprecedented Salary Packages recruitment
A well funded Systematic/Quantitative Fund opening new trading offices in both New York London are looking to hire an experienced equities statistical arbitrage quantitative researcher/Trader and software programmers (C++).
The firm has almost a $Billion in terms of Prop Capital and are looking for a statistical arbitrage researcher/trader with either live alpha generating strategies, or some experience of stat arb strategy research but maybe not having seen your own strategies go into production yet
The team are responsible for research and alpha generation using data mining, signal processing and machine learning techniques. They are also responsible for the analysis of financial time series data based on various time frequencies (mainly med-high).
Generally, the quantitative research team are responsible for researching and implementing alpha generating, risk and trading models. This is a hands-on role where you will be responsible for creating and optimising new quantitative systematic portfolio models. You will also be tasked with creating a research agenda and back testing / researching high frequency alphas. This is an opportunity to work on unique projects with some of the industry’s brightest minds in a passionate, fast-paced and intellectually stimulating environment. The team is open to and actively encourages ideas.
Requirement:
- Ideally you will have some experience as a Quantitative Researcher / Quantitative Analyst in Equities, futures or Commodities, most likely within a top tier Investment Bank or hedge fund. It is possible that the client will consider exceptional candidates with experience in other asset classes.
- You will have an excellent academic record from a top-tier university, including a PhD in a quantitative discipline. You should also have exceptional coding skills - C++ / Matlab or equivalent.
- Candidates should have a thorough understanding of quantitative finance, portfolio theory and derivatives, coupled with previous experience in the investment field would be ideal.
- Solid experience in the field of financial data analysis and research, and with outstanding analytical and problem solving skills.
Key Skills
- Good knowledge of at least one OO programming language (e.g. C++ / Matlab)
- Time series modelling / simulation or quantitative research experience
- Experience of working with large complex data sets
- A solid foundation in optimisation, probability and statistics
- Practical approach to problem solving
- Outstanding quantitative, analytical and problem solving skills
- Good communication skills
- Detail oriented
If this sounds like an opportunity for you, please contact Umar Balal on +44 (0) 776 927 5537 to speak in complete confidence or alternatively email me for further info on ubalal@westbourne-partners.com
Westbourne Partners have recently launched our new website with a number of new vacancies, please visit the website to get more information about our current live requirementswww.westbourne-partners.com and follow us on twitter www.twitter.com/westbournep