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Statistical Quantitative Research., London
- UK - City of London - London
- Highly Competitive
- Full-Time Permanent
- Financial Services - Research
- 29-07-08
Job Description
Extremely successful Hedge Fund is recruiting exceptional Research Analysts to augment the quant-driven trading research group
The quantitative research unit is become the blueprint for all modern systematic trading and is yet to be beaten. Having recently hired the unit is seeking a second highly accomplished PhD level Statistician, Engineer, Physicist or Mathematician who exhibit a deep passion in applied mathematical research and aspirations to be part of a truly innovative and market leading hedge fund. You will have achieved a PhD level qualifications having recently graduate or been engrossed in statistically based research having utilised advanced computational and/or statistical techniques to analyse large data sets;
- PhD Statistics, Electrical Engineering, Computational Finance, Artificial Intelligence, Computational Fluid Dynamics, Statistical Physics, Financial Econometrics
- A demonstrated interest in the application of mathematical techniques to real data; time series analysis, data analysis, signal processing, bayesian statistics, regression/forecasting, multi-period quadratic optimisation, state space modeling, kalman filtering, algorithm design.
You will work collaboratively with renowned mathematicians and receive the best financial training in an environment designed to transition your advanced mathematical thoughts into the most profitable quant driven trading strategies in the financial market - Ambitious individuals please contact me immediately;
jobs@selbyjennings.com
00 44 (0)207 019 4100
www.selbyjennings.com
The quantitative research unit is become the blueprint for all modern systematic trading and is yet to be beaten. Having recently hired the unit is seeking a second highly accomplished PhD level Statistician, Engineer, Physicist or Mathematician who exhibit a deep passion in applied mathematical research and aspirations to be part of a truly innovative and market leading hedge fund. You will have achieved a PhD level qualifications having recently graduate or been engrossed in statistically based research having utilised advanced computational and/or statistical techniques to analyse large data sets;
- PhD Statistics, Electrical Engineering, Computational Finance, Artificial Intelligence, Computational Fluid Dynamics, Statistical Physics, Financial Econometrics
- A demonstrated interest in the application of mathematical techniques to real data; time series analysis, data analysis, signal processing, bayesian statistics, regression/forecasting, multi-period quadratic optimisation, state space modeling, kalman filtering, algorithm design.
You will work collaboratively with renowned mathematicians and receive the best financial training in an environment designed to transition your advanced mathematical thoughts into the most profitable quant driven trading strategies in the financial market - Ambitious individuals please contact me immediately;
jobs@selbyjennings.com
00 44 (0)207 019 4100
www.selbyjennings.com
- The Team
- msjbasjbjssaaksj
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