| Employer: | Tier 1 European Investment Bank |
| Recruiter: | Huxley Associates |
| Location: | London, United Kingdom |
| Posted: | October 17, 2008 Expires: January 15, 2009 |
| Job Title: | PhD Algo Trading Strategist |
| Description: |
Top tier investment bank seeks an exceptional associate-level profile for a position within their fixed income algorithmic trading products business. The team builds fully systematic black-box trading models applied to Interest Rates and Foreign Exchange. The successful candidate will be researching and building novel algorithms for proprietary and market-making trading, and will have great exposure to the business and trading activity from day 1. The desk has some of the most experienced and profitable algo traders on the market and you will also get the opportunity to work on existing strategies, learning from the best in the industry. To apply you should have a PhD in Econometrics, Statistics, Signal Processing and Machine Learning from one of the world's top academic institutions. Coding in R or Matlab is essential and object orientated programming is also a plus. As you will be building models for high frequency trading, experience dealing with tick data is beneficial. You must have a true and demonstrable interest in breaking into this field. A work visa for the UK is essential. To apply: If you would like to be considered for immediate interview, please send an up-to-date copy of your resume directly to b.scott@huxley.com |
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When you apply, please mention that you saw this job on
jobs.phds.org
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| Job Type: | Employee |
| Sector: | Quantitative finance |
| Salary: | > £90K |
| Hours: | Full time |
| Categories: | Statistics Jobs for PhDs |
