Senior Algorithmic Trading Quant (m/w), Frankfurt am Main
Responsibilities:
• Develop quantitative trading strategies and algorithms primarily within Fixed Income markets
• Lead and conduct high quality quantitative research projects
• Develop data analysis tools to enhance existing algorithms and optimize existing portfolios
• Automate human-decision based trading strategies; prototype algorithmic trades from trading ideas
• Identify financial attributes with predictive power
• Conduct statistical analysis of market data, historical trends, and relationships
• Create practical solutions to problems presented in an asset management environment
Qualifications:
• Ph.D. or university degree in Pure and applied Mathematics, Statistics, Physics, Machine Learning, Optimization and Control
• Several years of experience in the field of quantitative research, portfolio management, financial engineering or algo-trading, good knowledge of fixed income securities ( credits, ABS, CDS,)
• Programming skills for conducting research like C++, Matlab, SQL as well as SAS
• Driven and passionate about solving problems
• Excellent communication skills in English and German
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