High Frequency Quantitative Strategist
New York City, NY
Will relocate the right candidate.
Our high frequency quant strategists focus
on automated trading strategy development at
varying time horizons across equities, futures
and FX instruments. Their responsibilities include
tick-level data analysis and real-world trading
experimentation to define strategy decision-making.
This team of strategists leverages technology
to confront problems ranging from market micro-structure
to broader portfolio creation.
Ideal candidates will have: a bachelor’s
or advanced degree from a top university in
a highly technical subject such as Computer
Science, Engineering, Physics, Statistics, or
Mathematics; demonstrated motivation and resourcefulness
in quickly solving difficult problems through
the creative application of technology; and
experience in Java, C/C++, Perl, and/or Python.
Familiarity with various analytical packages
(Mathematica, Matlab, PyLab, or R) is a plus.
Trading experience is not required.
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---> NEW OPPORTUNITIES ADDED DAILY! Please send your resume with salary information to email@example.com.
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Strategist, Business, FX, MBA, High-Frequency,
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Mathematics, Mathematica, Matlab, PyLab, electronic,
trading, execution, venues, trading firms, Investment
Banking , Java, Perl, Python, C, C++, Programming,
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Statistics, Risk, Research, trading, quantitative,
models, Top Business School, Top University,
New York / Manhattan / Programming / Software
/ Java / Perl / Futures / Trading / Jobs / Employment.
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- Technical Employment Futures - Futures - Software
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