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TCA Quant - Algo Trading - Market Making Strategy

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: algotrading
  • Sector: Banking and Finance, Asset Management, Buy Side, Portfolio management, Fund Management, Portfolio management, Quantitative Finance, Research and Strategy, Risk Management, Selby Jennings
  • Date posted: 05/10/2017
Quantitative Research – Algorithmic Trading – New York

A client of ours is looking for a quantitative researcher to join their dynamic team working for a top tier hedge fund in New York City. The position they are looking to fill is most suited to individuals who are looking to pursue a career in algorithm development, transaction cost analysis, and quantitative trading working directly with a large amount of capital.

Responsibilities will include:

-          Identifying areas in need of quantitative and statistical analysis

-          Quantitative research on market making strategies including market microstructure

-          Utilizing various programming languages to interpret data and apply it to real life situations that positively effect portfolio performance

-          Working alongside a dynamic team that strives towards creating innovate strategies

Candidates should possess:

-          Masters degree in a computational field, PhD preferred

-          3-5 years of experience in quantitative research

-          Strong programming skills in Java/C++

-          Excellent communication skills, interpersonal skills, and the ability to think outside of the box

If there is any interest in this position, please click the APPLY NOW button directly below.


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