Quantitative Analyst / Developer – Equities Trading recruitment
Quantitative Analyst / Developer
This position is in the Algorithmic Trading Research team. It requires researching various aspects of equity execution trading strategies to drive algorithmic behavior and performance.
Required:
1.Undergraduate and/or advanced degree in a quantitative field (Math/Physics/Financial Engineering).
2.Strong mathematical skills – Probability Theory, Stochastic Calculus, PDE, Numerical Methods
3.Statistical and data analysis skills using R/Excel; knowledge of regression analysis, time series forecasting and volatility.
4.Good programming skills (preferably Java, C++ or any other object oriented language) and SQL querying.
5.Good communication skills and ability to work well in a team environment; and generate and share new ideas.
Preferred but not required:
1.1-3yrs of relevant experience in quantitative analysis and developing mathematical models.
2.Knowledge of equity market micro-structure, electronic/algorithmic trading, market impact models, transaction cost analysis and experience researching tick and order flow data.
Send resumes to george@gmsadvisors.com / george (at) gmsadvisors.com