Entry Level PhD Quant Researchers/Programmers-Statistics/ Maths/ Machine Learning

eFinancialCareers; Greater London; On-site; GBP 90,000 - 150,000; Full time

Job summary

eFinancialCareers is looking for a PhD-level Quant Strategist to design and optimize high-frequency trading systems, primarily in C++ or Java. You will work with an experienced Quant Strategist to gather, organize, and analyze data to improve existing models and contribute your own ideas as you gain experience.

Ideal candidates will have a strong academic record and research experience, with a willingness to learn about multiple asset classes in a fast-paced environment.

Qualifications

• PhD from a top tier university in Computer Science or a closely related quantitative field.
• Demonstrated stellar academic record with a track record of quantitative or technology achievements.
• Research experience either in academia or in a lab is desirable.
• Experience in financial markets is a plus but not mandatory; strong problem-solving and intellectual curiosity in quantitative finance.

Responsibilities

• Designing and developing systems built in C++ or Java.
• Utilizing quantitative, research, analytical, and programming skills to gather, house and analyze data.
• Contributing strategy ideas as experience grows.
• Learning about multiple asset classes and high-frequency trading.

Skills

Quantitative analysis

Programming

Data analysis

Research

Education

PhD in Computer Science/Quant field

Tools

C++

Java

Job description

The group researches, defines, and optimizes high-frequency trading strategies that leverage cutting-edge technology to improve speed and market access to improve their trades.

Working closely with an experienced Quant Strategist, you can utilize your quantitative, research, analytical, and programming skills to gather, house, and analyze data to help optimize existing models. As your experience grows, you will be expected to contribute your own strategy ideas. This is an excellent opportunity to learn about multiple asset classes and high-frequency trading whilst leveraging your current computational skills.

Responsibilities

1. Designing and developing systems built in C++ or Java
2. Utilizing quantitative, research, analytical, and programming skills to gather, house and analyze data
3. Contributing strategy ideas as experience grows
4. Learning about multiple asset classes and high-frequency trading

Qualifications

Candidates for this opportunity will have a PhD from a top tier University in Computer Science or other quantitative field such as Signal Processing, Data Mining, Mathematics, Operations Research etc..

In addition to a stellar academic record, you will have a track record of professional quantitative or technology achievements.

Ideally, you will have some research experience either in academia or in a research lab. Experience in the financial markets is a plus but not mandatory. A process-driven approach to problem-solving. Intellectual curiosity in quantitative finance.

Compensation

£ Base + benefits