Algorithm Scientist - Quantitative Trading Hedge Fund - SF or NY - $250K + Bonus
Multi- Billion Dollar quantitative trading hedge fund with trading offices in New York, Chicago and San Francisco would like to appoint an Algorithm Scientist to its research team. This role has the flexibility of being based in either its New York or San Francisco office.
Your core focus will be on the development, programming and deployment of novel automated trading algorithms for the global futures markets. You will be engaged, along with other research team members, in the ongoing full-lifecycle development of new and profitable trading algorithms an strategies for the firm. This is an exciting and dynamic role within the very engine that drives the profitability of the firm.
- You will enjoy a diversified skill set across math, statistics and computer science.
- Deep experience of developing novel algorithms based on Bayesian networks, statistical models and analyzing massive data sets and events.
- Ideally, you will have at least 2+ years Industry experience that has allowed you to develop a balanced approach of theory and pragmatism to solve real industrial problems.
- Strong scripting experience (Perl/Python) and self-supporting programming skills in C++ and or Java would be a plus.
- PhD in Statistics, CS or EE.
If you find this role of interest please reach out to us with your resume and credentials to email@example.com quoting the reference 1/8/10. Alternatively, you can call us on +44 (0)203 137 9482