Our client is searching for an experienced Quantitative Researcher to join them in New York. The successful candidate will join the option market making team. This team specialises in real-time market making listed options and alpha collection.
- This role will involve working on the research team with a focus on alpha signal research. This will involve analysing petabytes of high dimensional time-series data for periodicities in the market structure. Backtest signals and developing strategy prototypes. The role will involve collaborating with colleagues.
The ideal candidate will have a PhD in Applied Maths, Statistics, Computer Science, Astrophysics, or Particle Physics with expertise in the following areas:
- Statistics and High Dimensional Time Series
- Bayesian Methods
- Linear Algebra
- Support Vector Classification & Kernel Trick
- Scientific Computing with GPU’s
- Python, C++
If you would like to be considered for the position of Quantitative Researcher or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team
Email: firstname.lastname@example.org or call London (0207 604 4444,) New York (212 400 4845) or Chicago (312 204 7216) to speak to a member of our team. Thank you