PhD Quant Financial Engineer/ Boston Research Firm- $Negotiable recruitment
Role:-
The position assumes conducting research, development and maintenance of mathematical/statistical models that can be used in the trading process and for post-trade analysis. Special focus will be on statistical analysis of empirical execution data to help improve trading strategies and investment returns. This will include the market impact research, identification of pre- and post-trade transaction cost factors, and evaluation of algorithmic strategies.
Your main responsibilities will include:-
Working closely with the entire financial engineering group to conduct formal quantitative analyses from the research question formulation to presentation of outcomes, typically including written summaries and/or business recommendations.
Formal modelling of risk, return, and trading cost profiles for equities and other asset classes.
Maintenance and support of existing models and products.
Project-specific guidance to other team members in performing analyses.
Identifying issues and areas in need of statistical analysis.
Being up-to-date with the latest academic literature that is relevant to the projects.
Requirements:-
An Exceptional quantitative academic record with a PhD in finance, statistics, computer science, economics, maths or physics from one of the leading Universities.
Knowledge of R/S-Plus and C/C++.
Knowledge of applied statistics and probability theory.
Familiarity with Unix environment and general Unix tools.
Knowledge of Perl or other scripting languages preferred.
Familiarity with SQL or other databases desired.
Relevant research or professional experience in financial and market microstructure modelling preferred.
A strong desire to develop and integrate quantitative skills within the required scope of designing and implementing analytic solutions.
Please send a Word CV to Sara Hunter at quants@ekafinance.com