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Junior Quantitative Researcher, Switzerland – France – London
- UK - City of London - Switzerland – France – London
- Highly Competitive
- Full-Time Permanent
- Financial Services - Hedge Funds
- 03-10-08
Job Description
One of the leading US Hedge Fund Managers, with an exceptional AUM operating in London, Paris and Switzerland is looking for an exceptional graduate to join its New York or London office. This role will work closely with and report into the Head of Quantitative Trading. This will be a key hire for the newly formed team and will directly support the trading activity.
Summary
The successful candidate will join the quantitative trading team as a junior quantitative researcher responsible for designing high frequency analytical trading models.
Qualifications
For this role will ideally include a PhD in a quantitative discipline, though we would consider candidates with a strong Masters. Ideally candidates will have extensive working knowledge of equities trading or similar. Candidates should have strong C++ / Matlab skills.
Role
This is a hands-on role where the individual will be responsible for the creation of new quantitative systematic trading models. He or she will be comfortable in a fast-paced, entrepreneurial, team-orientated environment.
Key tasks will be:
• To analyze and extract information from tick and trade data
• To aid the research effort behind the development and management of quant trading
• To come up with: (i) trading hypothesis; (ii) write simulation / back-testing code; (iii) formulate creative and concrete solutions; and (iv) communicate ideas back to the team
Skills / Experience Required
Key Skills:
• Experience of working with large data sets
• A solid foundation in optimization, probability and statistics
• Practical approach to problem solving
• Good knowledge of at least one programming language (e.g. C++, C#, Java, Matlab)
• Outstanding quantitative, analytical and problem solving skills
• Good communication skills
• Meticulous and precise nature
www.selbyjennings.com
0207 019 4137
jobs@selbyjennings.com
Summary
The successful candidate will join the quantitative trading team as a junior quantitative researcher responsible for designing high frequency analytical trading models.
Qualifications
For this role will ideally include a PhD in a quantitative discipline, though we would consider candidates with a strong Masters. Ideally candidates will have extensive working knowledge of equities trading or similar. Candidates should have strong C++ / Matlab skills.
Role
This is a hands-on role where the individual will be responsible for the creation of new quantitative systematic trading models. He or she will be comfortable in a fast-paced, entrepreneurial, team-orientated environment.
Key tasks will be:
• To analyze and extract information from tick and trade data
• To aid the research effort behind the development and management of quant trading
• To come up with: (i) trading hypothesis; (ii) write simulation / back-testing code; (iii) formulate creative and concrete solutions; and (iv) communicate ideas back to the team
Skills / Experience Required
Key Skills:
• Experience of working with large data sets
• A solid foundation in optimization, probability and statistics
• Practical approach to problem solving
• Good knowledge of at least one programming language (e.g. C++, C#, Java, Matlab)
• Outstanding quantitative, analytical and problem solving skills
• Good communication skills
• Meticulous and precise nature
www.selbyjennings.com
0207 019 4137
jobs@selbyjennings.com
- The Team
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