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  • LocationNew York
  • SalaryCompetitive salary
  • Job TypePermanent
  • ReferenceMBQUANT02
  • Date posted14-May-19

We are working with one of the worlds leading Hedge funds, headquartered in New York but with a  range of global locations. This business are revolutionizing the finance industry through combining high technology – Machine Learning, Deep Learning and complex algorithmic software to afford competitive advantage! We are looking for new or recent PhD graduates and experienced researchers (postdoctoral fellows, faculty, scientific lab, finance industry) to develop proprietary trading models and strategies while working closely with a team of researchers.

Requirements:

  • PhD in math, statistics, physics, computer science, electrical engineering, operations research or other highly-quantitative and analytical discipline
  • Solid mathematical and analytical ability; exceptional problem-solving and modelling ability
  • Strong research intuition
  • Strong programming skills (Python, R, Matlab, C++)
  • Excellent communication and collaborative white board skills
  • Meticulous and detail-oriented, and innately driven to understand issues deeply
  • Experience with/interested in working with large data sets
  • Self-motivated
  • Able to work collaboratively and productively with others
  • Enjoy solving complex, difficult, real-world problems
  • Entrepreneurial and creative  
  • Finance knowledge is not required or expected

In return for this, you will get freedom and the opportunity to create strategy that could be life changing for both you and the business. What more could you ask for!! ….. apart from a great compensation package, fantastic work environment and enviable brand in the market! (Those are all included too!).

 

Key Skills: Research, Maths, Algorithms, Python, R, Matlab, C++, problem-solving, modelling.

 

 

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