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PhD Quant Researcher

  • Job type: Permanent
  • Location: New York
  • Salary: Negotiable
  • Job reference: 275551/017_1561755096
  • Sector: Selby Jennings, Quantitative Research
  • Date posted: 28/06/2019

An HFT firm based in NYC has been aggressively expanding its collaborative Quantitative Research group as the business has out-performed the general marketplace and their internal benchmarks. As a result, the fund is looking to hire the most competitive talent in order to assist with cutting edge systematic research by utilizing machine learning techniques.

Responsibilities:

  • Provide necessary research and tools for several trading teams for a wide range of trading assets

  • Develop models to price derivatives in several asset classes such as Equity
  • Use machine learning for various quantitative projects

Key Qualifications:

  • PhD degree in Computer Science, Engineering, Data Science, or other related field from a top-tier university
  • Proficiency in C++ and Python
  • Experience with the latest machine learning techniques
  • Familiarity with financial market data and applied experience
  • Excellent communication skills
  • Ability to perform in a fast-paced working environment
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