Saturday, April 24, 2010

Quantitative Trader / Strategist for Premier Hedge Fund

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Senior Quantitative Research Analyst

Experience: The ideal candidate will have substantial trading experience in the global markets with hands-on experience working at a trading desk and deep knowledge of one or more asset classes. He also has 3-5 years hands on experience building successful systematic trading systems. This candidate will play a significant role in alpha generation and the creation of new systematic strategies. Focus on short-term/intraday trading experience is a plus. The position requires good quantitative, statistical and reasoning skills.

Education: MSc or higher in Finance, Economics or Statistics.

Computing Skills: Candidate needs to be proficient in MATLAB or in C++.

Other: Excellent communication and organizational skills are required.

Quantitative Research Analyst

Experience: The successful candidate will have PhD level knowledge in machine learning, information theory as it applies to artificial intelligence or statistics with some experience applying his/her knowledge to financial data. This candidate will be a part of a team working on cutting-edge next generation short-term systematic trading systems. Prospective candidates must be comfortable with working very large sets of very noisy data. We are looking for results orientated highly motivated candidates that can apply their theoretical foundation to the problem of systematic trading in a meaningful way. 1+ years experience trading system research is required.

Requirements

Experience:

Education: PhD in Computer Science or Statistics.

Computing Skills: Excellent C++ and MATLAB skills.

Other: Excellent communication and organizational skills are required with an appetite for learning.

http://www.escfinance.com/

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