The Quant researchers are responsible for conducting quantitative research using statistical and predictive modelling techniques. The researchers manage all aspects of the research process and work on the full lifecycles of strategy development, including analysis, testing, prototyping, back-testing, and performance monitoring. This position involves the creation of computer-based models that seek to predict the movements of worldwide financial markets.
PhD in Engineering/Physics/Computer Science/Mathematics/Financial Engineering from a red brick University.
Knowledge of machine learning, linear algebra
Ideally based in London or Europe with no visa requirements.
Programming proficiency with at least one major programming or scripting language (e.g. C++, Java, Python) and strong experience with machine learning methods and techniques.
Interest in working for a start -up.
You will have Internship experience from a fund , bank or asset manager.
Please send a PDF resume to firstname.lastname@example.org