Quantitative Analytics Manager (PhD) - Derivatives Trading Algorithms Quantitative Analytics Manager (PhD) - Derivatives  …

Analytic Recruiting Inc.
in Boston, MA, USA
Festanstellung, Vollzeit
Letzte Bewerbung, 23 Jul 21
Competitive
Analytic Recruiting Inc.
in Boston, MA, USA
Festanstellung, Vollzeit
Letzte Bewerbung, 23 Jul 21
Competitive
A Boston based asset manager is looking for a PhD to create and lead the firms build out of a systematic derivative trading platform using tick level data for high frequency intraday trading. The firm trades actively in commodity, equity, bond futures and FX forwards.

Responsibilities:

  • Quantitatively evaluate derivative trading algorithms and strategies
  • Analyze, Model and Build high frequency intraday tick level derivative trading systems
  • Build systematic strategies that identify trading signals across multi-asset derivatives including: Commodities, Equities, Fixed Income, FX, and Options
  • Build transaction cost analysis tools and applications
  • Work with massive amounts of trading data

Requirements:

  • 10+ years of proven derivative trading application experience generating trading signals with a high frequency, stat arb or algo trading firm
  • Advanced quantitative degree, (PhD strongly preferred)
  • Advanced Python Programming skills
  • Experienced building high frequency systematic trading systems and models for 2 or more of the following derivative asset classes: Commodities, Fixed Income, Equity, FX
  • Superior communication and project management skills.
  • Top end compensation offered and a generous relocation package.
  • Relocation is a requirement once the firm returns to its workplace later in 2021.

 

Keywords: Python, Trading signals, High Frequency, Stat-Arb, Algorithms, Derivative Trading, Commodities, Fixed Income, FX, Equity, Tick level data

 

Please send resumes to: jeg@analyticrecruiting.com

 

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