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Quant Developer

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: 12679
  • Sector: Banking and Finance, Buy Side, Asset Management, Selby Jennings, Quantitative Finance
  • Date posted: 15/11/2017
Quantitative Developer – Medium to High Frequency Trading in Options and Volatility

A small prop shop based in New York City is looking for a entry to mid level quantitative developer 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. You will be allocated $5-10mm to implement your own strategies within certain risk parameters.

Responsibilities will include:

-          Systematic and quantitative research and development of high frequency 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:

-          0-2 years of experience working on a trading desk / front office
-          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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