Quantitative Researcher
Background:
My clients are world-renowned quantitative hedge funds and proprietary trading firms based in New York and London with exceptional historical returns. Most are at the forefront of high frequency trading and only hire exceptional people. They believe that keen insights and innovation are imperative for creating solutions to the complex problems that need to be solved in order to trade profitably in modern global markets.
Across the board their emphasis is on hiring exceptional talent with a passion for turning gigantic data sets into tangible information. Several hires over the past two years have been from Google and Facebook’s analytics teams, and all of my clients have significantly higher staff retention rates than those two firms.
Requirements:
· Exceptional academic progress; with an Msc or (preferably) a Phd in a numerical discipline from a top tier University
· Outstanding aptitude for quantitative problem solving supported by strong foundations in maths/statistics
· Professional or academic experience working with large/noisy data sets
· Up to a year’s experience, or a keen interest in, high frequency/quantitative trading
· Quantifiable enthusiasm for applied/commercial problem solving
· Good working knowledge of C++ / Java.
Rewards:
This is a great chance to accelerate a career in high frequency / quantitative trading by working with some of the most high profile quantitative trading companies in the world, either in a collaborative research team or in a small unit with experienced traders. You will be exposed to all facets of the trade lifecycle; from initial strategy development to back testing and live trading.
The financial rewards are extremely generous; my clients are able to offer guaranteed bonuses and relocation packages which are all delivered in cash rather than stock options. These are paid out of the PL from the start and are directly correlated to the team’s success.
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