New York/San Francisco – Statistical Arbitrage High Frequency Trading Software Engineers (C++/Java)/Quantitative Researchers recruitment
A High Freqeuncy Market Making trading group in both New York and San Francisco are looking to hire an experienced cross asset software/quantitative developers (C++/Java).The group has several billion £AUM and are looking for a statistical arbitrage researcher/trader with either live alpha generating strategies, or some experience of stat arb strategy research but maybe not having seen your own strategies go into production yetThe team are responsible for research and alpha generation using data mining, signal processing and machine learning techniques. They are also responsible for the analysis Read more […]
Quantitative Researchers recruitment
Our client, a globally renowned, private institutional investment management firm has been experiencing rapid growth throughout the US, Asia Pac and Europe and is looking for quantitative research scientists to creat quantitative and computer-based models that seek to predict the movements of worldwide stock and financial markets.To be considered for this outstanding opportunity, you MUST possess the following -PhD degree from a leading university in Engineering, Mathematics, Physics, Computer Science or an equivalent field that is highly analytical and quantitativeExcellent programming skills Read more […]