Stat Arb Quant – PhD recruitment
This person will be part of the team that are responsible for research and alpha generation using data mining, signal processing and machine learning techniques. They are also responsible for the analysis of financial time series data based on various time frequencies.
The quantitative research team are responsible for researching and implementing alpha generating, risk and trading models. This is a hands-on role where you will be responsible for creating and optimising new quantitative systematic portfolio models. You will also be tasked with creating a research agenda and back testing / researching high frequency alphas. .
Requirements include a PHD in a Quantitative Field along with 3-7 years of financial experience. Strong knowledge of OO programming language. (C++ ). Time series modelling / simulation or quantitative research experience. Experience of working with large complex data sets
A solid foundation in optimisation, probability and statistics; Practical approach to problem solving
Outstanding quantitative, analytical and problem solving skills;Good communication skills
Detail oriented.
For more information or immediate confidential consideration, please refer to Job#JCK1970 and submit resume in Word format to: jason@comprehensiverecruiting.com