Machine Learning Statistical Programmer Equity Market Microstructure
- Boston, MA, USA
- Permanent, Full time
- Analytic Recruiting Inc.
- 15 Aug 16
Boston based financial firm is looking for a Quantitative Trading Product Developer with experience building algorithmic and predictive models for trading decisions and execution.
The candidate will join a Quantitative Analytics team that will work on an assortment of data intensive financial markets projects: Research, develop and back-test price and volume based real-time analytic signals for US equities to signal potential trading opportunities and support trading decisions; Research, design and develop short-term equity price and volume prediction models. This person must have at least 3 years of financial markets experience with a focus on market microstructure, experience working with large data sets using either Hadoop or Spark, implementation of trade ideas and building optimal execution models. Additionally, this person should have knowledge of algorithmic execution and experience applying statistical/data intensive/machine learning applications to equity trade cost analysis. Candidates must have an advanced quantitative degree (PhD or MsC), must have experience working with large data sets (Hadoop, Spark), strong statistical modeling skills (Matlab, R, SAS) and have current programming expertise in one of the following, (SQL, Q/KDB, C++/C, Python). Candidates with experience working on data clustering, machine learning, classification, pattern recognition, predictive modeling, and can identify bad data and make sense of missing data are strongly urged to apply.
Keywords: Stats, Machine Learning, Hadoop, TCA, Market Micro-structure, Algorithmic, Market Impact, Equity Execution Analysis, Alpha Models
Please refer to Job #21812 - EFC and send MS Word attached resume to email@example.com.