Leading prop shop are looking to recruit a high frequency quant analyst to be based in London or New York.
- Designing, implementing, and deploying high-frequency trading algorithms.
- Exploring trading ideas by analyzing market data and market micro-structure for patterns.
- Creating tools to analyze data for patterns.
- Contributing to libraries of analytical computations to support market data analysis and trading.
- Developing, augmenting, and calibrating exchange simulators.
- A PhD from a top-tier university
- 1-3 years of research experience in high-frequency trading
- A strong background in mathematics and statistics
- Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
- Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data
- Familiarity with signal generation and statistical models
- Strong programming skills in C++, MATLAB, and R.
Please send a PDF resume to email@example.com