Quantiative Options Analyst recruitment

Job Description
Manage and manipulate massive financial time series, both underlying and options.Conduct research for the purpose of modeling and forecasting financial data in order to build high frequency trading models and improve current volatility models.Contribute extensively towards developing, implementing, and monitoring new trading strategies.Other duties as assigned by the manager.

Requirements

Ph.D. or Master degree in Electrical Computer Engineering, Financial Engineering, Mathematics, Statistics or related fields.2+ years of financial industry experience.Must have excellent skills in either Java or C++ programming.Must be creative and hard-working.Good communication skills and a team player.Must be available to rotate to shifts corresponding to trading in the American, European, Asian markets.
 

Desired

Study areas in machine learning, automatic control, statistical signal processing, time series analysis, artificial intelligence are preferred.Strong experience developing statistical models in an options trading environment preferred.