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The Head of trading at an hedge fund here in NYC is looking to bring on board an experience quantitative researcher to support their Fx and futures portfolios. You will be focusing primarily on the research, design and implementation of the execution strategies.
The Fx Execution Quantitative Researcher will be responsible for:
Conducting extensive research on relevant market events in order to enhance their execution strategies
Developing the automated pricing models in order to process and manipulate the high frequency time series data.
Benchmarking and designing improvements to the trade execution platforms in C++
Summarize daily trading activities which will include building in depth analytics reports in order to track the daily trade performances which will be communicated to senior traders.
The Fx Execution Quantitative Researcher should have the following qualifications:
PhD in quantitative field (i.e statistics, physics, mathematics, computer science)
2+ years working on quantitative trade execution strategies
Perfect written and verbal communication skills
4+ years working on object oriented programming (C++, Python, Java)
If you are interested in the Fx Execution Quantitative Researcher position, then please don't wait to apply.
Internal Number: 6459837
About Selby Jennings QRF
eFinancialCareers is a career site specializing in financial services.