Junior researcher London or New York– systematic trading recruitment
My client is a boutique systematic trading unit within a multi-billion hedge fund, with offices in London and NY. $1bn Capital is allocated for the systematic trading unit to invest in equities, FX and fixed income futures. The team has academic focus environment with research support from top machine learning lab in tier one universities. They are currently actively looking for junior quantitative researcher to join the high frequency trading desk for market making or statistical arbitrage trading.
Requirements:
- PhD in scientific discipline subject (machine learning, artificial intelligent, operations research, applied math etc.)
- Must be from tier one university
- Must have internship experience in large set data analysis
- Strong coding skill in matlab, python and at least one object oriented coding languages
- Solid linear algebra
- Good understanding of equity or fixed income/ interest rate market
- Research experience in signal processing and machine learning is highly desirable
- One year full time high frequency tick data experience is preferable but not necessary
To apply this position, please email a copy of your CV to alexa.chen@njfsearch.com