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TCA Quant - Algo Trading - Market Making Strategy

this job appointment has expired

Location United States,

Remuneration Competitive

Employment type perm

Updated 07th Sep 2017

Company Selby Jennings

Contact Ben Hodzic (NY)

Phone +1 646 759 4560

Email click here

Quantitative Research - Algorithmic Trading - New York

A client of ours is looking for a quantitative researcher to join their dynamic team working for a top tier hedge fund in New York City. The position they are looking to fill is most suited to individuals who are looking to pursue a career in algorithm development, transaction cost analysis, and quantitative trading working directly with a large amount of capital.

Responsibilities will include:

- Identifying areas in need of quantitative and statistical analysis

- Quantitative research on market making strategies including market microstructure

- Utilizing various programming languages to interpret data and apply it to real life situations that positively effect portfolio performance

- Working alongside a dynamic team that strives towards creating innovate strategies

Candidates should possess:

- Masters degree in a computational field, PhD preferred

- 3-5 years of experience in quantitative research

- Strong programming skills in Java/C

- Excellent communication skills, interpersonal skills, and the ability to think outside of the box

If there is any interest in this position, please click the APPLY NOW button directly below.




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