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PhD Quant Researcher - London

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: SJ - 0922 - BWBH
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 22/09/2017
PhD Quant Researcher - London  


Quant Researcher  
Our client is a multi-strategy international banking group that is dedicated to delivering uncorrelated performance and providing clients with a world-class service.

They are seeking an exceptional Quantitative Researchers with hands-on machine learning experience to join their mission-critical team. Candidates must have a strong interest in learning about stock markets and financial markets.

You will be working closely with the senior quant traders and developers as my clients pride themselves over progression and a collaborative environment.  


Job Responsibilities (include, but not limited to the following): 
  • Quantitative analysis and research in areas such as market microstructure alpha generation, market impact, etc.
  • Developing and implementing algorithmic trading models that will execute transactions in various financial markets
  • Making ongoing adjustments and improvements to existing foreign exchange and futures trading strategies to ensure the strategies are up to date with latest market conditions and are consistently profitable. 
 Qualifications: 
  • Masters/PhD from university in Computer Science, Mathematical Economics or other quantitative disciplines
  • Knowledge and/or work experience in the finance industry, especially with exposure to the capital markets
  • Programming experience with C++ and R


This position is interviewing at very short notice, is urgent, and candidates are encouraged to apply immediately to quantsEMEA(AT)selbyjennings(DOT)com

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