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Successful candidates will work under the supervision of portfolio managers. In this capacity candidates will be responsible for the full life cycle of trading strategies. Candidates are expected to contribute new strategies, help develop and optimise the performance of existing strategies.
Experience with trading algorithms
Experience producing high frequency time series models
Impeccable academic career, minimum of a masters (PhD is desired) within a highly quantitative subject, such as physic, engineering, mathematics or statistics
Strong coding in C# and/or C++
Experience working with large databases
Time series modelling
Experience in producing quantitative trading strategies