High Frequency Quantitative trading strategy researcher – New York recruitment
The firm have offices in New York and are currently in the midst of expansion following a solid 18 months.
Your responsibilities will include:-
- Researched and implemented high frequency trading signals
- Optimize market signals to predict short-term trends in price movements of futures products
- research and improve High frequency trading models
- providing quantitative support to traders
- Develop predictive signals
- Back testing strategies.
In order to apply you must have:-
- A PHD from a leading school ideally within mathematics.
- Strong C++ coding skills
- Fully experienced in Signal research and Integrating these signals into traders
- Understanding and experience in both theoretical and applied research
- Experience working in a High frequency trading firm
This is an excellent opportunity to work in a firm which will provide you with an elite trading system infrastructure and chance to develop and trade your own strategies.
This firm are growing therefore searching for a bright individual in the early stages of their career searching for a platform which will assist in training and developing them into a trader of the highest level.
interviews are taking place currently therefore all applications must be received as soon as possible for Immediate Interview.
Utmost confidentiality assured. Please apply directly to qfm@selbyjennings.com or visit our Website, www.selbyjennings.com. Please send all CV’s in word format