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Quantitative Researcher - Futures

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: td789
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 21/11/2017
Quantitative Researcher - Futures

A Tier One IB in New York is looking to add a senior quantitative research strategist to their dynamic global team. This person should ideally have experience researching and developing algorithmic trading strategies in the equity or futures markets. Experience with machine learning techniques in academia or industry is also a huge plus.

Responsibilities
:
  • Help drive and deliver on the team’s growing research agenda.
  • Improvement and optimization of existing algo trading strategies
  • Analyze and develop innovative algo trading strategies using object oriented programming languages
  • Researching various types of markets and their microstructures to come up with best execution strategies
  • Conduct transaction cost analysis including building pre and post-trade impact models
 
Requirements:
  • 3-5+ years of experience working in quantitative equity research
  • Programming knowledge in object oriented languages and statistical analysis programs
  • Masters or PhD degree in a computational field (Math, Statistics, Quantitative Finance, Engineering, Physics, ect)
  • Good communication and interpersonal skills
  • Knowledge of equity or futures market microstructures
  • Machine learning exposure is a plus
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