1872 consultingNew York, NY
Quantitative Research Analyst
Quantitative Research Analyst
Quantitative Research Analyst
1872 consultingNew York, NY
yesterday
Portfolio Management and Investment AdviceInvestment Banking and Securities IntermediationMiscellaneous Financial Investment Activities
Apply for this role (opens in a new tab)Quantitative Research Analyst We are seeking experienced Quantitative Research Analysts. As a member of one of our trading teams, a Quantitative Research Analyst will be using our in-house trading system—one of the fastest and most comprehensive in the world—to develop and deploy algorithmic trading strategies based on patterns in market behavior.
Responsibilities:
- Designing, implementing, and deploying high-frequency trading algorithms
- Exploring trading ideas by analyzing market data and market micro-structure 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
Qualifications:
- A PhD from a top-tier university 1-3 years of research experience in high-frequency trading
- A strong background in mathematics and statistics
- Proficiency 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
- Familiarity with signal generation and statistical models
- Strong programming skills in C++, MATLAB, and R
Also on the board Same function, level within a rung
Level
Senior
Location
New York, NY
Occupation
Financial Quantitative Analysts
Industry
Portfolio Management and Investment Advice
Posted
yesterday