PHD WITH STATISTICAL MODELING WITH INTRADAY OR TICK BY TICK DATA 500K recruitment
Looking for multiple FX Quant Analysts who can develop model highly Sophisticated Trading Solutions in the marketplace
Looking for someone with a combination of proven software engineering skills and research capabilities.
Looking for someone that conducted statistical modeling and with intraday or tick by tick data.
HERE IS THE BREAKDOWN OF WHAT WE NEED
3 years of experience and a Ph.D. from a credible university. In term of skill set, we would like to find someone with a balance between programming and research. For the programming side, we need good software engineering skills in Java, design pattern, experience in implementing trading/execution strategies at the intraday level (not necessarily the millisecond level.) . In addition, good experience with Matlab/R is a must. On the research side, experience with FX modeling (Equity experience is fine.) From the research aspect, looking for people that have experience in modeling market micro-structure. Limit orders, toxicity, routing, short term execution centric signals, etc. The candidate must have experience with large intraday/tick by tick data sets. People that have experience only in Fixed Income, MBS, CDS, CDO, etc will generally speaking not have the right skill set.
Salaries are 175-550k Plus Top Bonus and Equity within the Firm.
This Firm is run by 2 of the biggest names in the FX global Marketplace.
Serious inquiries can be immediately sent to: jclifford@ttstechnology.com