Junior Quant Researcher
This is an exceptional opportunity to join a newly created team and make a lasting impact. We are home to a large research and technology group working collaboratively to generate new trading systems. The company’s culture offers the perfect halfway house between academia and industry with a strong focus on robust scientific work. We support innovation and creativity and we have fostered an environment where research scientists can flourish.
Requirements:
• A PhD in Statistics – we are especially keen to hear from people with Bayesian Statistics and Time Series Analysis expertise with experience of the in-depth analysis of large datasets.
• Fluency with statistics alongside the ability to develop original measures and tests fit for purpose.
• The drive to see research projects through from beginning to end and hit deadlines.
• An enthusiastic and collaborative approach to research, fuelled by the desire to work with colleagues as motivated as you are.
The role involves:
• Analysing historical financial data to reveal underlying patterns, correlations, and trends.
• Using applied statistical techniques to develop quantitative models to predict price movements in financial markets.
• Developing novel tests and tools to aid pattern recognition in financial data sets.
• Working with like-minded talented researchers, from a wide range of quantitative disciplines, and frequently liasing with the company's established UK research centres.
• Acquiring a sophisticated understanding of financial markets and my client's proprietary research techniques.
This role offers an exceptional opportunity to take on responsibility and become a senior researcher. We offer an outstanding package of benefits including quarterly bonuses, private pension scheme, family healthcare cover, flexible holiday scheme, sabbatical leave and free lunch.
Please include a cover letter as well as your CV in your application.
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