Statistical Arbitrage Desk Developer

  • 300,000-500,000
  • New York City, NY, USA
  • Festanstellung, Vollzeit
  • Non-disclosed
  • 08 Nov 18

• Experience in equity statistical arbitrage or quantitative strategy development preferred. Experience with Equities, FX, Fixed Income, or commodities also appreciated.

Expert C/C++ programming skills and strong Matlab or R/S-plus experience preferred.  Fix Protocol is a must have.

• Candidate looking to be involved in the alpha generation process from front to back.

Candidate will work directly with a Senior Portfolio Manager.

• Develop new medium and high frequency equity trading signals based on cutting edge financial theory and novel data sources.

• Continue to build out a back-testing and modeling platform.

• Implement and deploy alpha and execution strategies.

• Writing code to monitor data integrity and clean data when necessary.

• Monitoring OMS to ensure that risk limits are being obeyed, execution algos are operating properly, etc.

Requirements:

• MS/PhD in Computer Science, Mathematics, Statistics, Physics or another quantitative discipline.

 

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