Role
Initially you will be mentored by a senior member of the team and will be responsible for implementing and optimizing existing strategies. You will work on the research, design and C++ implementation of innovative data analysis algorithms and tools and the research, back‑testing, C++ implementation and deployment of new trading strategies.
Requirements
* PhD from a top tier university in any of the following subjects: Computer Science, Machine Learning, Artificial Intelligence, Statistics, Operations Research, Econometrics, Signal Processing, Computer Vision.
* Exceptional Masters level students will also be considered.
* An understanding of how to translate research expertise to contribute to the development and optimisation of quantitatively driven strategies and trading.
* Experience of working with large data sets or noisy data.
* A distinguished background in research or internships at reputable organizations.
* Strong software programming skills in C++, Perl or Python.
* Demonstrable interest in systematic trading.
* Background in time series analysis, statistics, reinforcement learning algorithms, portfolio theory.
* Candidates who have completed their PhD this year or who will graduate in 2018 and are looking for a role upon completion of their PhD are welcome.
* Interviews will involve meetings with senior partners and technical rounds with quants and developers.
* No work visa can be provided for this role.
Benefits & Environment
The environment is excellent and turnover is incredibly low.
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