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This is a fantastic opportunity to join a team with a long and successful track record but at an early stage of the funds life, so the environment, still has a start-up/entrepreneurial feel but with significant upside potential and very good infrastructure/technology/resources.
Overview of Position:
Analyze large data sets using advanced statistical methods to identify trading opportunities.
Develop a strong understanding of market structure of various exchanges and asset classes.
Research and implement strategies within the firm's automated trading framework.
Quantitative background - includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics.
Strong python coding: experience with Numpy / Pandas / Scipy.
Experience with machine learning libraries (scikit-learn, keras, tensorflow, ...).
Experience with C++ is a plus.
Good knowledge of supervised / unsupervised machine learning techniques
Background in predictive modelling/forecasting
Will consider candidates from inside and outside of finance
Curious, creative and self-directed
Show strong interest for data and science in general
Good analytical and synthetic mind
Strong communication skills and ability to work well with colleagues across multiple regions.
Ability to work well under pressure.
Team has very profitable / long track record (20+ years )