Create innovative frameworks and state-of-the-art quantitative models for a variety of our clients and job functions including traders, portfolio managers, and CIOs.
Responsible for the full life-cycle workflow from hypothesis formulation, research, and prototyping through to production release to clients.
PhD/MS in science/math/engineering/operations research/quant finance
Fluency in calculus and stochastic processes
At least 4+ years of financial industry experience, preferably with Bonds, FX or Futures
Experience building advanced statistical methods in a big data environment
Numerical programming experience in Python
A creative mind with attention to details and drive for results
Comfort interacting with other quants, developers, and product managers
Market microstructure and TCA knowledge
Knowledge of Machine Learning Algorithms
Solid programming experience, preferably with Python
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