Salary/Package: Extremely Competitive and % pay-out
Location: New York, London and Singapore
Job Type: Permanent

This firm is one of the World’s most recognisable high speed computerized trading hedge funds.  Established in the 1990´s and employing approximately 500 staff, this firm is recognised as an innovator and a leader in the field of high frequency trading, and trade multiple asset classes on over 100 venues worldwide from New York, London and Singapore offices. They operate a trading team approach with core interests in high performance, high frequency trading and technology, within small but dynamic teams of experts.

  • PhD from a top-tier university
  • 1-3 years of research experience in high-frequency trading
  • Strong background and sharp edge in mathematics and statistics
  • Experience 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
  • Exposure to signal generation and statistical models
  • Strong programming skills in C++, MATLAB, and R
  • Designing, implementing, and deploying high-frequency trading algorithms
  • Exploring trading ideas by analyzing market data and market microstructure for patterns
  • 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 

Relocation is available for exceptional candidates.