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Quant Researcher - London

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: SJ - 0210 - BWBH
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 04/10/2017
PHD Quant Researcher - London – European Bank

Quant Researcher  

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

They are seeking an exceptional Quantitative Researcher with hands-on machine learning experience to join our 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 on going 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. 
  • Masters/PhD from university in Computer Science, Mathematical Economics or other quantitative discipline
  • 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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