Role:-

1. Developing mathematical models to solve difficult stochastic problems.
2. Analyzing convergence and boundedness properties of algorithms and estimates.
3. Estimating predictive functions from large data sets.
4. Translating your models to fast computational methods.
5. Collaborating with researchers and developers to implement all of the above.

Requirements:-

History of peer-reviewed publications in optimization, algorithms, statistics, numerical analysis, signal processing, operations research, or a related field.

You must have 2+ years work experience in high-frequency trading.

Fluency with LaTeX typesetting.

Programming experience with C++ in a UNIX-based environment.

Experience using data analysis tools in Python or R.

PhD in Applied Maths, Computer Science , Statistics , Physics .

Extremely strong problem solving skills.

Apply:-

Please send a Word CV to Sara Hunter at quants@ekafinance.com