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Selby Jennings

London, United Kingdom

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eFinancialCareers

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Hong Kong,

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Quant Trader
?? Qualifications A Ph.D. in Computer Science, Econometrics, Electronic Engineering, Mathematics, Physics or Statistics. You will have a track record of published research work in respected journals. Applications from candidates who have completed a post-doctoral research position are particularly welcome. ?? Relevant Experience Successful candidates will have substantial academic or trading experience in at least one of the following areas: Applied Mathematics such as Cryptography, Fluid Mechanics, and Optimisation. Linear and non-linear time series and spectral analysis (ARIMA, TAR, VAR, SSA etc..) Machine learning techniques such as DNN's, LSTM, LASSO, Random Forest, and XGBoost.


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