Quantitative Research: Investment Management Group: New York City
Quantitative Research: Investment Management Group: New York City
A global investment management firm in New York seeks a quantitative researcher for their algorithmic trading platform. The group has been established for four years and has had record returns for the last 6 months. As a result an opportunity exists for a PhD researcher to join the group.
As a quantitative researcher you will be responsible for:
Signal Research for alpha generating strategies
Back-testing fully automated trading models
Creating quantitative tools for execution, optimization and to improve implementation with a senior trader
Requirements:
A PhD from a leading University in a quantitative field, EE, CS, Statistics, Mathematics, Operations Research, Financial Engineering
In depth statistics knowledge, experience in time series analysis,
Proficient level programming in R, Matlab, C++, Python or Java.
Applications:
Please apply directly to apply.a33hoiz6fs@selbyjennings.aptrack.co.uk
Leave a Reply
You must be logged in to post a comment.