Primary Responsibilities: * |
- Independently conduct quantitative finance research with a focus on statistical and predictive models. *
- Handle all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, performance monitoring and backtesting. *
- Develop, analyze and improve statistical trading models that are written in C++/Unix.
Requirements of the Candidate include: *
- Graduate level degree in a relevant scientific field. *
- Advanced C++/Unix programming skills. *
- Strong working knowledge of regression, time series and other statistical techniques. *
- Strong quantitative, analytical and problem solving skills. *
- Knowledge of financial markets and products are an asset.
PhDs.org - 21 months ago