Computational Scientist – C++ Quantitative Trading recruitment
Specialist Quantitative Research - PhD and Post Doctoral
High Performance Computing C++ - Statistical Arbitrage
Sydney Location
Competitive Salary Package + Incentives
Asia Pacific is fast becoming an integral center for financial markets, attracting quantitative research and sophisticated trading technologies previously based in London and New York. Singapore, Hong Kong and Shanghai have increased the demand of quantitative analysts, especially those working in proprietary trading, equity derivatives and volatility strategies.
Headquartered in Hong Kong, the quantitative trading division has rapidly expanded with the intention of continually evolving their trading strategies. To ensure this growth we are seeking quantitative analysts with direct experience in developing statistical arbitrage trading strategies with a proven track record. Preferably these strategies will be developed using either bayesian inference, kalman filters, data mining techniques, stochastic processes, fourier transform, time series or theoretical and computational physics based models. These strategies will be calibrated through C++ OO programming.
This would also be a fantastic opportunity for a PhD graduate or post doctoral in computer science, theoretical physics (nuclear, astrophysics, plasma, computational, particle, quantum, mechanical, bio and atomic) or engineering (aeronautical, mechanical, mechatronics, electric, acoustical, thermal and nano) with strong C++ programming especially in high performance computing and parallel processing. Otherwise candidates with experience in statistical arbitrage trading using high performance C++ with strong mathematical/ statistical skills will be highly considered.
To apply for this position, hit the APPLY button below or contact Maria Skarveli at BlackOcean Recruitment on +61 (02) 9230 0473 for a confidential discussion.