Job Description:
Job ID(17389) |
Major NYC based alternative investment manager is looking for a quantitative PhD to model and develop strategies for High Frequency Trading. As member of the Research team, responsibilities will involve researching the microstructure of markets and developing automatic pricing and trading capabilities. The work will involve mining intra day data on prices, volatility and liquidity to model and predict short-term market behavior/opportunities. Applicant should have a PhD Degree in a quantitative discipline emphasizing signal processing, stochastic control, prediction, pattern recognition, machine learning and/or dynamical systems. Strong computer skills are a must. Industry or Academic research experience in modeling market dynamics or pattern recognition for high-frequency data highly desired. Competitive compensation and benefits package.
Recruiter: Peter Arian
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