Quant - Execution Algo Research - Hegde Fund Quant - Execution Algo Research - Hegde Fund …

Durlston Partners
à New York, NY, États-Unis
CDI, Plein-temps
Dernière candidature, 19 oct. 20
Highly competitive
Durlston Partners
à New York, NY, États-Unis
CDI, Plein-temps
Dernière candidature, 19 oct. 20
Highly competitive
Diffusée par:
Jed Hornyold • Recruiter
Diffusée par:
Jed Hornyold
Recruiter
A leading systematic hedge fund is looking to expand its Execution Research team across London and New York. They are seeking experienced quants to research and develop short-term alphas for use in execution algorithms for global equities in support of research and trading. This is a collaborative and transparent team that is heavily integrated in top the investment business.

 

Responsibilities:

  • Enhance and support in-house quantitative algorithmic platform
  • Develop pre-trade transaction cost estimation models and help drive strategy for improvements in the context of a Portfolio Algorithm
  • Strong familiarity with modern quantitative Portfolio Management Techniques, and Risk Models
  • Stay current on state-of-art technologies and tools such as cloud computing, machine learning, etc.

 

Requirements:

  • Masters or PhD in a quantitative discipline
  • Strong financial engineering and statistical modeling skills
  • A number of years of hands-on experience at a financial institution, building models for quantitative portfolio management, trading strategies or algorithmic trading
  • Keen interest in short-term, high-frequency trading
  • Experience with Python, C++, and SQL
  • Experience working with very large datasets
  • Knowledge of international equity markets
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