Quantitative Strategist- High Frequency Trading- Investment Bank- London recruitment
The position is for a highly skilled candidate, requiring a PhD or equivalent academic background in a quantitative field. This position provides the opportunity to work in a market leading group.
This is an excellent opportunity for applicants from a highly quantitative academic background to contribute to the highly successful trading team. You should therefore have a suitable background to apply including knowledge and experience of Financial Services and Statistical arbitrage, and also application of mathematical and scientific techniques to the trading and investment process.
Responsibilities:
Research on financial and mathematical theory
Creation of research plans,
Processing and cleaning data
Performing modeling, evaluation and writing research reports.
Programming in C++
The successful candidate will have:
A PhD in Computer Science, Computational Physics, Financial Engineering
1-3 Years experience in high frequency strategy/research space
Finance or a similar quantitative field.
Excellent communication skills are essential as you will be working closely with trading team and must communicate complex ideas clearly.
Experience working in a similar position or pursuing post doctoral research.
Interviews are taking place currently and a highly competitive package is on offer.
Please apply directly to qfm@selbyjennings.com or visit our website at www.selbyjennings.com - All CV’s must be sent in word format.
