Work as a member of a statistical-arbitrage trading team:
- Responsible for analyzing new information sources
- Developing new trading signals
- Developing optimization technologies
- Researching risk models
- Monitoring live trading
- Deploying trading systems
Requires Masters or equivalent in Mathematics, Statistics, Physics, Financial Engineering, Economics, Finance or related. Ideal candidate will also have 2 years of financial services experience engaging in quantitative research and analysis, including statistical analysis, technical analysis, scenario analysis, stochastic modeling, econometric methodologies and regression analysis; utilizing quantitative trading techniques; engaging in time-series analysis; engaging in mathematical modeling utilizing financial engineering, statistical and programming tools, including C++, Python or Java and Matlab; deploying quantitative trading systems and developing trading models; and utilizing optimization and simulation methodologies for calibrating models.
Job responsibilities include specifying, designing, implementing and testing research support, data management, financial trading, risk management and accounting applications and infrastructure. The primary platform is Linux. The primary development language/environments are C++, Java, Python, and Matlab.
NO PHONE CALLS, PLEASE.
Successful candidates for these positions will have a degree in computer science or another technical discipline, experience specifying, designing and implementing software based systems and significant experience with C++, Java and/or other object-oriented languages and systems. The ideal candidate will have experience with one or more of the following: machine learning, data management, data mining, quality assurance procedures and methods, distributed and multiprocess systems, database systems (relational and object-oriented), user interfaces, financial trading systems.
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