Entry Level Academic Quant PhD – Start Up High Frequency Trading Prop Firm recruitment
My client is looking for an entry level quant to work with one of the firm's Co-Founders on cutting edge, high frequency cross asset trading strategies. Rarely do opportunities comes up where you will be positioned with an individual who has an unparalleled track record of success delivering profits within both statistical arbitrage and high frequency trading and has pioneered the latest techniques in this space.
Ensuring broad and complex trading strategies across asset classes, our client’s rich business background will be instrumental in creating a dynamic trading environment and team that harnesses cutting edge technology and importantly a diverse strategic approach to their trading. The team will be highly responsive to the short life-cycles of strategies and protean nature of HFT, with cross asset exposure among commonly liquid products being at the core of their strategy.
Unlike many of their competitors in the market, they will create an open flat structure across business and technology, with Quants and business working closely with technology in an open forum of creativity and innovation.
Candidates are required to have the best possible academic backgrounds, with a PhD, from a leading university, in a quantitative subject that has provided exposure to analysis of large scale data sets. Typically subjects such as Physics, Computer Science, Statistics and Machine Learning would be favoured. Our client is particularly interested to speak to individuals with a deep understanding and a keen interest in machine learning techniques specifically kernel methods and support vector machines. Furthermore candidates with experience of C++ development will be beneficial – the more extensive the better however this isn’t essential. The work is highly scientific in nature and the successful candidate will work alongside employees with similar academic backgrounds in a collaborative and academic environment.