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This leading global quantitative trading firm combines the lively, positive spirit of a start-up with the stability of a longer-established player. They are at the forefront of financial innovation, leveraging advanced statistical techniques and cutting-edge technology to build and enhance market prediction models.
The Role
- Investigate and design data mining and machine learning algorithms
- Research modeling and forecasting future price actions
- Develop and improve scalable quant research frameworks using Python and C++
- Serve as an advisor across the business, providing new and innovative solutions
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What You'll Need
- 3 - 8 years' solid development experience (financial markets experience ideal)
- Strong C++ and Python skills
- Experience building and improving quantitative infrastructure
- Master's or PhD in Mathematics, Statistics, Operations Research, or equivalent
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What's On Offer
- Competitive base salary and bonus
- Flexible work-from-home options
- Enormous opportunity to grow and make a significant impact
- Contributions are rewarded, and career progression is supported
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Skills
C++
Python
Data Mining
Machine Learning
Quantitative Research
Financial Modeling
Forecasting
Quantitative Infrastructure
Location