Jobs

Quantitative Researcher / Developer

Quantitative Researcher / Developer

Cyprus

Quant Capital is urgently looking for a Quantitative Researcher to join our high profile client.

Our client is a $10 billion strong Hedge fund with performance figures of 18%.

You will be joining a edge technology for a top quantitative Investment Manager. Success is founded on the application of the scientific method in investment analysis, algorithmic model generation and portfolio construction coupled with an innovative and entrepreneurial culture.

I am looking for gifted applied scientists who have experience working with large, real-world data sets and large scale data modellingenjoy taking on new challenges.

The role involves research and development of trading strategies using both strong coding abilities and quantitative methodologies. Experience within finance with any asset class is desirable. Strategies in Equities (US and EU), FX, Commodities (Metals, Energy, Gas etc) are implemented in the company’s trading environment where development is ongoing . Previous experience in relevant execution Algo/eTrading models, from a quant development , technology, trading or model validation perspective is desirable. Mathematical and algorithmic knowledge that is relevant includes probability and statistics, time series, partial differential equations, stochastic differential equations, and more. A broad range of experience will be considered, but you will need a solid academic background and to be open to new ideas. It will be part of your responsibility to

• contribute to the model building and validation practices to the new area of algorithmic and electronic trading models;

• perform independent reviews of Algo/eTrading models;

• contribute to the testing framework for algo/e-trading models, ensuring that new and changed algos will not have a negative impact on the markets or our clients;

• provide an expert assessment of, and contribute to the monitoring of the performance of trading algorithms versus their intended aims;

• create high-quality, real-world code

• challenge the existing design

The environment is that of Facebook or Google, relaxed open with time to think and make the right decisions. The atmosphere is calm and relaxed with an open dress code. This is a role for techies, those who are motivated by the sharp end of technology and the possibility of making serious money doing something you are passionate about.

Candidates MUST have:

§ Applicants should hold a PhD in Statistics, Physics, Econometrics, Computer Science (Machine Learning, Computational Linguistics) Physics, from a top tier University

§ 3 years’ postdoctoral experience at a leading research institution or financial services company

§ First-class quantitative skills, good attention to detail and significant academic achievement at PhD level.

§ Candidates should have a practical approach to solving complex problems, experience of handling large datasets (preferably real world data) and the ability communicate ideas/results clearly to colleagues.

This is a very specific role and candidates will be rewarded significantly if they can demonstrate the above skill set

My client is based in Cyprus

RELOCATION is offered.

Quantitative Analytics