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The firm is looking to hire a Lead QR to work on a range of firm wide initiatives, such as redesigning the alpha research pipeline, as well as working with individual trading desks in the optimization of strategies through the application of various machine learning techniques.
The firm currently trades a range of financial instruments (Equities, Futures, Options, FX predominantly) across a range of high and mid frequency strategies.
The ideal candidate would have the following background.
PhD / MSc Level Education in Computer Science, Statistics, Mathematics, Operations Research or similar.
Strong programming skillsin C++ or Python
Working knowledge of forecasting and data mining techniques, such as linear and non-linear regression analysis, neural networks or support vector machines
Strong experience developing statistical models in a trading environment
Proven success working with large data sets and developing statistical models