Quant Researcher
Our client is a New York-based quantitative finance research firm, specializing in developing computer based statistical trading strategies. Their selective hiring process considers only highly talented individuals with a history of exceptional achievement.
Responsibilities:
- Develop, modify, optimize, test and implement real time quantitative trading models and strategies.
- Perform statistical analysis of historical and current financial market data.
- Research strategies in equities, fixed income, options and other asset classes.
- Generate new indicator ideas.
Requirements
- PhD or Masters in Mathematics, Statistics, Physics or Operations Research.
- Must posess expert level C++ programming skills.
- Strong problem solving and analytical skills.
- Time series analysis and statistical modelling experience.
- Must be a strong a self-starter and able to work independently.
To learn more about this excellent opportunity please email your CV to mandates@obtainconsulting.com
We welcome tentative applications and speculative enquiries. For market updates or to learn more about the mandates Obtain Consulting Group are currently instructed on, get in touch with our senior consultants on +44 203 290 1767.
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