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Quantitative-Equities and Macro Arbitrage

  • Job type: Permanent
  • Location: Boston
  • Salary: $150000 - $200000 per annum
  • Job reference: MWBS3.19.18
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 28/03/2018
Quantitative Developer – Medium to High-Frequency Trading in Options and Volatility

A top-tier hedge fund based in Boston is looking for a 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 vacancy that they are looking to fill at the moment is on their volatility arbitrage trading desk doing quantitative research and development alongside senior researchers and traders alike.

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
-          Backtesting 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:

-          4+ 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 mindset

If there is an interest, please click the APPLY NOW button.8

Contact Matt Bouzianis:  857-445-0548

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