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A great opportunity has arisen for a systematic Energy, Global Credit, Corporate Bonds, Equities or FX Quant Trader for a leading systematic trading fund, in Texas. You will be required to develop mathematical models for efficient algorithmic execution and also have a successful track record of developing algorithmic execution models. Having experience working with tick/order book data, analysing large data-sets, and developing statistical models is crucial. Having experience with translating models into production trading code and exposure to machine learning and high performance computing would be helpful.
Must have a Masters or PhD in a Quantitative discipline.
Broad statistical toolkit including machine learning, econometrics, large-scale simulation etc
Strong programming skills in languages such as Python, C++, Java, Matlab, and SQL or KDB/Q
Able to design, back-test, and implement predictive models
Proven ability to build an infrastructure from the ground up.