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An elite hedge fund is on the lookout for a talented PhD Quant Researcher/Programmer to join their high-frequency trading team. This role offers the opportunity to work alongside experienced strategists, utilizing your quantitative and programming skills to optimize trading strategies. You will engage in designing systems using C++ or Java, while also analyzing data to enhance existing models. This position is perfect for those eager to learn about high-frequency trading and make impactful contributions in a fast-paced environment. Join a world-class team and elevate your career in quantitative finance.
The high-frequency trading team of a top-tier Hedge Fund is seeking a world-class PhD Researcher/Programmer to join an elite team of PhDs.
The group researches, defines, and optimizes high-frequency trading strategies that leverage cutting-edge technology to improve speed and market access for better trading outcomes.
Working closely with an experienced Quant Strategist, you will utilize your quantitative, research, analytical, and programming skills to gather, house, and analyze data to 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 while leveraging your computational skills.
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Eka Finance is a leading global quantitative finance recruitment consultancy in the banking and finance industry. We offer front office recruitment services...