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Quantitative Research Analyst
Ref No.: 14-00103
Location: New York, New York
Start Date: 08/05/2014
Title: Quantitative Research Analyst

A top tier trading firm seeks Quantitative Research Analysts to develop and deploy algorithmic trading strategies based on patterns in market behavior. Candidate must be knowledgeable in implementing trading ideas by analyzing market data and microstructure for patterns.
  • Designing, implementing, and deploying high-frequency trading algorithms
  • Creating tools to analyze data for patterns
  • Contributing to libraries of analytical computations to support market data analysis and trading
  • Developing, augmenting, and calibrating exchange simulators
  • A PhD from a top-tier university
  • 1-3 years of research experience in high-frequency trading
  • A strong background in mathematics and statistics
  • Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
  • Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data
  • Familiarity with signal generation and statistical models
  • Strong programming skills in C++, MATLAB, and R