„A beautiful mind”

A proprietary trading firm is looking for a Senior Analyst Modeling & Simulation to help expanding its algorithmic trading strategies. The candidate should have a strong research background, a track record of creative accomplishments and is expected to have successfully published in their field. The candidate must have a solid grip of statistics and probabilities combined with a strong interest in quantitative trading (although financial experience is not required). The candidate will be part of a rigorous research and development team process but is expected to be self-motivated, self-driven and generate original ideas. The main responsibility in the first stage of employment will be the development of research prototypes and data analysis.

Requirements:

• An advanced degree in mathematics, physics or computer science from a top school;
• Extremely proficient in R, Matlab or similar, with at least 2 years of experience and a first-hand understanding of Statistics and Probability Theory;
• Strong work ethic;
• Rigorous research habits and data analysis skills;
• Ability to work under pressure and thrive in fast paced environment;

Desirable:

• .Net/C#, Python
• Stochastic Analysis
• Familiarity working with large datasets and databases, SQL