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Algorithmic Trading - Quantitative Research

New York City  (New York, NY)

Permanent

A Financial Services Data Provider

Added on 05/21/2009

About the company
Our Client is the global leader in Financial Services Data, Information and Analytical tools

Job description
Our Client is looking to bring on 2 exceptional candidates with very strong backgrounds in quantitative analysis and algorithmic trading. These candidates with be responsible for aiding in the continuous development of the algorithmic product offerings of Our Client. These candidates will help drive forward the development of new algorithmic strategies and models while also providing internal training to sales teams and gathering feedback and requirements for developers. These candidates will also be important players in the design new algorithms, backtest new strategies and test new ideas to bring to market.

Who we are looking for
The Successful Candidate will have:
• 5-10 years experience designing Trading Algorithms. Experience with electronic trading services or algorithmic trading services units within Investment banks a plus.
• Experience with Equity Algorithms or experience in Futures, FX, Options Market Making.
• Excellent communication and presentation skills. Must be able to write reports, make presentations and potentially meet clients.
• Masters or PhD in a technical field (e.g., Physics, Math, Statistics, Financial Engineering, etc.) a plus.
• Experience handling Large Data sets.
• Programming in Matlab or another statistical program
• Programming in C, C++ or another programming language
• Knowledge of Dark Liquidity
• Experience developing and managing algorithmic products

What's on offer
Excellent Base Salary and Bonus

Michael Page Contact
For further info, apply or phone on +1 212-661-4800.
Your application will be sent to Christopher Hubbell with the reference UOCH1190526 .
Reference : UOCH1190526

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