Major NYC based Investment Bank is looking for a quantitative PhD to model and develop strategies for High Frequency Trading.  As member of an Electronic Trading 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. 

To apply:

Register online at AnalyticRecruiting.com and refer to Job#281.  MS Word attached resume will be requested.  Recruiter for this position: Dan Raz, dan@analyticrecruiting.com

ANALYTIC has been in business for since 1980. We specialize in recruitment of people with strong analytical skills. Our nationwide practice covers all major business areas including Finance, Marketing, Operations, Planning, E-commerce and Systems. Our expertise is in staffing positions that emphasize superior analytical talent and the use of advanced quantitative / modeling techniques and technology in business decision making ranging from junior to senior positions. We work closely with our clients and are very deliberate in matching skills, career goals and positions.