How to apply data to the financial markets, our employees are in constant search of new Alphas. Identify high-quality predictive signals that we believe are undiscovered by the wider market. Used as inputs in our quantitative models. Create new Alphas models.
- Ph.D. or M.S. degree from a leading university in a quantitative or highly analytical field (e.g. - Electrical Engineering, Physics, Computer Science, Mathematics, Financial Engineering)
- Ranked in the top 10% of bachelor’s degree class
- Demonstrated ability to program in C/C++ on a Unix/Linux platform
- Problem solving, detail oriented and team-oriented culture
- Fluent English
- Possession of an international or regional Mathematical Olympiad medal is a plus
Our client is the quantitative investment firm, based in Western, founded in 2007 with over 750 employees globally. Our global team consists of researchers, portfolio managers and technologists. We employ quantification and automation to develop our trading processes, enabling us to efficiently trade today the way others will tomorrow.