Candidates will be responsible for conducting independent research with a focus on statistical and predictive modeling. The research process will including data collection, analysis, backtesting, and performance monitoring, with an aim to evaluate alpha potential and automation & optimization for the trading strategies.
Ideal candidates should have MS, PhD or equivalent degree program in machine learning, mathematics, financial engineering, computer science. 3+ years of experience in algorithmic trading, high-frequency trading or short-term stat-arb. Experience in developing and researching quant models for equities, futures or FX is also required. Technical proficiencies should include C++, Java, C#, Python, MATLAB, and/or R.
This is a great opportunity for candidates with strong work ethic and detail orientation to join a top-class financial institution.