- Modeling of intra-day high frequency relationships and market microstructure across various financial instruments
- Collaborate with traders on development of alpha-driven models to be used in high-frequency intra-day trading
Candidate Qualifications:
- PhD in quantitative discipline such as: Math, Physics, Statistics, Operations Research or Economics/Finance
- Should have modeling experience in a front-office trading environment (does not have to be high frequency)
- Will consider without a PhD with extensive high frequency trading experience. Masters required
- Knowledge of R or Matlab
- C++ knowledge is a plus