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Algorithmic Trading Strategist

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: WH2018
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 13/02/2018
A client of ours is looking for an experience algorithm researcher with a few years of experience developing algorithmic trading strategies, ideally which have a live track record to join their dynamic team working for a top tier E-Trading platform in New York City. The firm is currently managing several billion in capital, and has a mandate for a mid-senior level research strategist research to work alongside senior PM's and quantitative developers alike.

Responsibilities will include:

-          Quantitative research on large data sets and statistical signals (Python, C++)
-          Working alongside the multi strategy team which accounts for 40% of the firms AUM
-          Building algorithms which play an integral part in the trading process (Java)
-          Statistical research and portfolio construction related to client needs

Candidates should possess:

-          PhD from a top tier university, preferably in Finance or Econometrics
-          4+ years of experience building algo's or doing quantitative research on medium frequency trading strategies
-          Programming knowledge in Java, Python
-          Must have a current visa (H1B / Citizenship / Green card)
-          Good communication skills

Compensation for this role is very competitive, with a base + bonus incentive.

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