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PIMCO

Newport Beach,

Selby Jennings

Philadelphia,

Citi

Hong Kong,

Selby Jennings

Hong Kong,

Fourier Ltd

London, United Kingdom

DBS Bank Limited

Singapore, Singapore

Selby Jennings

Manhattan,

Deutsche Bank

London, United Kingdom

Deutsche Bank

Jacksonville,

eFinancialCareers

Singapore, Singapore

CME Group

Singapore, Singapore

PIMCO

Sydney, Australia

Fourier Ltd

Amsterdam, Netherlands

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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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