Senior Quantitative Analyst - Volatility Arbitrage
A client of ours is looking for a PhD graduate with a few years of experience in machine learning, data science, quantitative research, or technology to join their dynamic team working for a top tier Proprietary Trading firm. The firm is currently managing $2b in capital, and has a mandate for a junior level portfolio management research analyst to work alongside senior PM's and quantitative developers alike.
Responsibilities will include:
- Quantitative research on large data sets and statistical signals
- Working alongside the multi strategy team which accounts for 40% of the firms AUM
- Performing quantitative analysis on large data sets, and building predictive models that can add value to the trading process
- Statistical research related to a bottom up investing philosophy
Candidates should possess:
- PhD from a top tier university, preferably in Finance or Econometrics
- Programming knowledge in a variety of different languages
- Must have a current visa (H1B / Citizenship / Green card)
- Internship experience is looked at positively
- Good communication skills
Compensation for this role is very competitive, with a base + bonus incentive.