A growing systematic hedge fund based in London with a focus on equity and futures trading is currently looking to add to their team. The PhD graduate with some relevant experience within quantitative research/trading. This is an exceptional chance for candidates to join a leading firm, gaining expert knowledge of quant analytics and the financial markets working alongside some of the brightest mind in the market.
Your responsibilities will include :-
idea generation and back testing of trading ideas
Production of automated trading platforms for systematic trading strategies.
This is an excellent opportunity to join one of the market leading teams where you will be working on some high profile technology projects, gaining an excellent amount of business exposure to the financial markets. Successful candidates will need a PhD in a mathematical subject from a top Tier University and a 1st class academic record.
In order to apply you must have some academic You will have good technical skills with knowledge/experience of C++ or other similar language.
This is a leading team that will offer you the opportunity to work with some leading figures in the space.
Please apply directly to email@example.com or visit our website at http://www.selbyjennings.com .
ALL CV`S must be sent in WORD format.
Selby Jennings - 10 months ago
Selby Jennings is an international recruitment solutions provider. The company places candidates in global financial institutions across the...