Quantitative Research Analyst- Hedge Fund

Quantitative Research Analyst, Algorithm, High Frequency Trading, Market Data, Market Microstructure, Exchange Simulators, Matlab, C++, R, Tick Data, Auto-Regression, Auto-correlation, Component
Full Time
150000
Work from home not available Travel not required

Job Description

Company is a top tier hedge fund with several billion dollars under management. Their primary focus is earning profits for clients through sound investment strategies augmented by their acclaimed staff of Traders and Technologist. As a result of their growth, they are seeking a talented Quantitative Research Analyst to develop, implement, and deploy algorithmic high-frequency trading strategies based on patterns in market behavior

 

Responsibilities

 

  • Designing, implementing, and deploying high-frequency trading algorithms and exploring trading ideas by analyzing market data and market microstructure for patterns
  • Create tools to analyze data for patterns and contribute to libraries of analytical computations to support market data analysis and trading
  • Developing, augmenting, and calibrating exchange simulators

Qualifications

 

  • A PhD from a top-tier university along with 1-3 years of research experience in high-frequency trading
  • A strong background in mathematics and statistics
  • Must have proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
  • Experience dealing with a large amount of data/tick data with solid data-mining and analysis skills.
  • Must have strong programming skills in C++, MATLAB, and R
  • Familiarity with signal generation and statistical models

 

If you competed at a high level in any of these competitions; ICFP, Google Code Jam, ICPC, etc., 

Client offers a collaborative and friendly work environment where learning, team work, innovation, and a commitment to excellence are highly valued! Some of the benefits include performance and sign on bonus, vacation and sick days, comprehensive health and dental coverage, starting company 401(k) plan, and a casual dress code. If you are passionate about discovering emerging technologies within electronic trading and consider yourself a self-starter, able to work independently and as part of a team waste no time APPLY NOW!

Dice Id : 10358667
Position Id : 592491
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