Scientist / Quantitative Research – Leading Hedge Fund – Statistics, Machine Learning recruitment
We are a research driven business applying statistical pattern recognition techniques to large financial data sets to develop successful trading algorithms. We offer challenging and rewarding careers for researcher scientists looking to apply their skills to the financial markets.
The role will involve:
• Analysing historical financial data to discover hidden signals, correlations, and trends.
• Using statistical and machine learning techniques to develop quantitative models to predict price movements in financial price series.
• Developing novel tests and tools to aid pattern recognition in financial data sets.
• Working with like minded talented researchers, from a wide range of quantitative disciplines.
• Acquiring a sophisticated understanding of financial markets and the company’s proprietary research
techniques.
Requirements:
• A PhD in an applied science (physics, computer science, statistics, electrical engineering etc.)
• At least 3 years' experience of analyzing and refining real?world data sets.
• Fluency with statistics alongside the ability to develop original measures and tests fit for purpose.
• The determination to pursue research projects through to the end and hit deadlines.
• An enthusiastic and collaborative approach to research with a desire to work with similarly motivated colleagues.