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

Multi-asset experience

Knowledge of Machine Learning Algorithms

Solid programming experience, preferably with Python


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