My client is seeking a candidate to join a top tier investment bank for their high frequency prop trading desk in their offices which are located in Toronto and New York City. The successful candidate will be involved in all aspects of quantitative strategy research, strategy execution and portfolio management.
The ideal candidate will have experience in high frequency or ultra high frequency algorithmic trading in equities, fx and commodities and will have existing strategies with a proven track record and be remunerated on success. You will have researched and back tested your own strategies from scratch, as well as worked to optimise existing models. Candidates should be able to demonstrate excellent academic background (MSc/DEA/PhD or equivalent) from a top institution is preferred). You must also possess strong quant skills in econometrics, real time data analysis, data mining, time series analysis, knowledge of equities or fixed income stat arb and strong P&L track record.
This opportunity will suit talented researches looking to focus on researching and implementing their own strategy ideas in a cutting edge environment. Interviews are taking place currently and a highly competitive package is on offer.
Please apply directly by mail or visit our website at www.selbyjennings.com All CV's must be sent in word format.
Apply by email. Please do not modify the subject of the mail or your application will not be considered.
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