NJFSearch
Recruitment Agent
Posts: 655
Joined: Jul 2004
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Tue Oct 06, 09 06:12 PM
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High Frequency Statistical Arbitrage Quant / 5+ Years Experience.
My client, a top tier Investment Bank, has signed off the mandate to hire an experienced high frequency statistical arbitrage quant for its automated and algorithmic trading team. The group has had tremendous success in the past few years and has steadily improved the team with some of the most talented traders and quants in the market.
Appropriate candidates must have at least 5 years experience working as a quantitative analyst within the field of high frequency statistical arbitrage at a top investment bank or leading hedge fund. You should be able to work closely with traders, understand their strategies and offer quantitative solutions to optimise their models. My client is only looking to meet with the markets‘ top quants and the successful candidate will be expected to bring unique quantitative skills to an already gifted team of mathematicians.
Interested candidates should have extensive experience in the following;
· Time Series Econometrics
· Parametric and non-parametric regression
· Bayesian Statistics
· Multivariate Statistics
· Principal Component Analysis
· Co-integration techniques
In addition, experience in the fields of neural networks, support vector machines, genetic algorithms and adaptive filtering will be viewed as highly advantageous. You should be able to generate industry standard C++ code and experience in Java will also be extremely helpful. You are expected to have received a PhD in Mathematics or Theoretical Physics from an IVY league academic institution (or European equivalent).
My client is ready to remunerate with a market leading package and has a reputation for offering the best compensation in the market.
Please email your CV to w.murday@njfsearch.com
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NJF Search International Ltd
NJF Search USA Inc.
NJF Contracts Ltd.
Joel House, Garrick Street, London,WC2E 9AX
Tel: (+44) 207 604 4444 - Switchboard - London
Fax: (+44) 207 625 6666
12, Desbrosses Street, New York, NY, 10013
Tel: ( +1 ) 212 4004845 Switchboard - New York
Fax: ( +1 ) 212 2267186
Email: info@njfsearch.com
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