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Quant-Driven Proprietary Trading., London
- GB - London - London
- Highly Competitive
- Full-Time Permanent
- Financial Services - Trading
- 16-04-08
Job Description
A globally renowned systematic quant-driven hedge fund is launching a new real time trading fund and is seeking talented PhD and Masters educated Mathematicians and experienced Quantitative Traders.
You should offer:
- PhD, MSc or DEA level academics within a Mathematical discipline - Statisticians/Econometricians, Computer Scientists, Statistical Physicists and Electrical Engineers.
- Research and professional experience within - Data Analysis, Signal processing, Time series analysis, Bayesian statistics, Kalman filtering, Econometric Financial regression/forecasting modeling and related fields.
- The desire and ambition to work at the cutting edge of quantitative finance and computational research – this is not a 9 to 5 institution and you will be rewarded accordingly.
You will benefit from:
- A highly established and stable Hedge Fund platform with $Mulit-billion AUM
- Exposure to Proprietary, Market Making, Client Flow and Execution businesses.
- Trading strategies encompass high-frequency and statistical arbitrage across all liquid products.
- You will become a significant part of a highly dedicated and prestigious group.
- You will receive exceptional compensation packages with full exposure to the funds trading upside with participation a significant bonus pool.
Relevant quantitative academics combined with extensive academic and personal is highly desirable. Early application is advised, please submit your Resume to explore further.
qfm@selbyjennings.com
Michael@selbyjennings.com
00 44 (0)207 019 4137
www.selbyjennings.com
You should offer:
- PhD, MSc or DEA level academics within a Mathematical discipline - Statisticians/Econometricians, Computer Scientists, Statistical Physicists and Electrical Engineers.
- Research and professional experience within - Data Analysis, Signal processing, Time series analysis, Bayesian statistics, Kalman filtering, Econometric Financial regression/forecasting modeling and related fields.
- The desire and ambition to work at the cutting edge of quantitative finance and computational research – this is not a 9 to 5 institution and you will be rewarded accordingly.
You will benefit from:
- A highly established and stable Hedge Fund platform with $Mulit-billion AUM
- Exposure to Proprietary, Market Making, Client Flow and Execution businesses.
- Trading strategies encompass high-frequency and statistical arbitrage across all liquid products.
- You will become a significant part of a highly dedicated and prestigious group.
- You will receive exceptional compensation packages with full exposure to the funds trading upside with participation a significant bonus pool.
Relevant quantitative academics combined with extensive academic and personal is highly desirable. Early application is advised, please submit your Resume to explore further.
qfm@selbyjennings.com
Michael@selbyjennings.com
00 44 (0)207 019 4137
www.selbyjennings.com
- The Team
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