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Entry Level PhD Quant Researcher

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: 53764
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 24/01/2018
Quantitative Developer – Medium to High Frequency Trading in Systematic Equity  

A well established hedge fund in New York City with about $10bn aum is looking for fresh PhD graduate to join their dynamic electronic trading team. The firm has been around for over a decade and is currently expanding organically to keep up with market demands. The new hire will be doing quantitative research and development alongside senior researchers and traders alike.
Responsibilities will include:

-          Systematic and quantitative research and development of systematic equity intraday trading strategies covering volatility based products
-          Research and implementation of new data using machine learning algorithms such as decision trees, neural networks, basis expansions
-          Back testing and understanding of strategies including abstractions and requirements
-          Collaboration between team members in order to drive productivity and facilitate innovative ideas

Ideal candidates should possess:

-          A PhD in Math, Statistics, Physics, Computer Science, Finance, Economics, or a related field.
-          Advanced degree in a scientific field
-          Strong programming skill  
-          Drive to succeed and see results, entrepreneurial mind-set

If there is an interest, please click the APPLY NOW button below.

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