Junior PhD Quant Mathematician- Hedge Fund Statistical Arbitrage Goup- Liechtenstein/ London- £55k recruitment
Role:-
Operating across various asset classes, they have superb latency and collocation at many of the world’s most important exchanges. The job will involve the research, development and backtesting of strategies with a view to moving further into your own research and eventually creating and running your own strategies. This candidate will be a part of a team working on cutting-edge next generation short-term systematic trading systems.
Experience: The successful candidate will have PhD level knowledge in machine learning, information theory as it applies to artificial intelligence or statistics with some experience applying his/her knowledge to financial data. Prospective candidates must be comfortable working with very large sets of very noisy data. They are looking for results orientated highly motivated candidates that can apply their theoretical foundation to the problem of systematic trading in a meaningful way. 1+ years experience trading system research is required. You will have experience in some of the following areas: numerical analysis, optimisation, signal processing, statistics (including robust techniques), stochastic processes, time series analysis, volatility / GARCH modelling, machine learning.
Education: PhD in Computer Science or Statistics.
Computing Skills: Excellent C++ and MATLAB skills.
Please send a Word CV to Sara Hunter at quants@ekafinance.com