Mon, 21 Nov 2016 13:47:31 GMTLeading California based firm are looking to hire a PhD Quant Scientist . Role:- The firm researches and deploys systematic trading strategies designed to generate attractive returns without being dependent on the performance of the overall market. The role is for a PhD level scientist to join their team to develop predictive models and other parts of automated trading systems. You will apply modern statistical machine-learning methods to large, high- dimensional data sets. The work will range from data preparation to model development to production software implementation. Requirements:- Background in modern statistical methods / machine learning. Evidence of strong mathematical abilities, e.g. publication record, graduate coursework, or competition placement. Programming experience and interest in software development techniques. Competence in solving large-scale computing problems. Track record as an applied researcher. Apply:- Please send a PDF CV to Sara Hunter at email@example.com
Mon, 21 Nov 2016 13:44:27 GMTMulti Strategy Hedge fund are recruiting a Machine Learning Researcher from any Industry to join their systematic trading team . Roles:- You will start off by applying your machine learning skills to research , develop and deploy systematic strategies . You will work very closely with the senior quant traders on the team . You will work alongside members who come from internet companies, leading technology names and academia. Requirements:- You must have a PhD in Machine Learning or a field that is closely related.. You should have deep research experience in predictive modelling , clustering , time series, machine learning , NLP etc . Your experience can be from any Industry. You will need to demonstrate a passion for the application of ML to trading the financial markets , Coding skills in C++/ Python/ Java. Apply:- Please send a PDF CV to Sara Hunter at firstname.lastname@example.org
Mon, 21 Nov 2016 13:42:24 GMTGlobal Hedge fund is looking to hire a senior quant trader in mid/ low frequency automated strategies research . Of interest are senior quant researchers and tracked quant traders offering US and/or Asian Cash Equities and Futures quant/automated strategies with overnight to weeks holding trading horizon. Multiple types of deal structures and opportunities available in terms of payout, capital, technology set up and independence (seed cap, stand-alone & collegiate). Please feel free to get in touch for an informal discussion through email@example.com
Mon, 21 Nov 2016 13:40:45 GMTInvestment Bank are looking to hire a London based systematic quant researcher Role:- You will get direct exposure to trading from an early stage and play a key role in aiding the development of strategies via quantitative analysis. You will receive training from long-tenured traders and learn how to apply the mathematical and computational skills from your background in an ever-changing market environment. Requirements:- You should have the ability to think about the world systematically and quantitatively, as well as the ability to deal with uncertainty in a rigorous and statistical way. You should have interest in applying technology to solve complex trading problems . 2+ years working on a systematic trading desk trading – essential. You do not have to have come from a big name. Research skills are the key for this role. Academic background in statistics, econometrics, maths, mathematical finance, or appropriate quantitative field. All asset classes desired, but equities focus a plus. Good programming ability in a suitable language and/or experience with a statistical package (Stata, R, matlab, etc). Apply:- Please send a PDF CV to Sara Hunter at firstname.lastname@example.org
Mon, 21 Nov 2016 13:38:58 GMTRole:- Your role will involve working on engineering problems in high-performance computing, big-data analysis and hardware-software co-design. Requirements:- Strong C++ and object-oriented programming, STL In-depth knowledge of LINUX kernel, system programming, and kernel bypass Scripting languages: Shell and Python Strong knowledge of algorithms, data structures, and optimization Experience with network protocols, network programming, and high-speed networking technologies Experience with parallel, concurrent, and multi-threaded programming High-performance and ultra-low latency system knowledge Knowledge of computer architecture and microprocessors Degree in EE, Computer Science , Maths,, Physics . You must be living and working in Singapore already.
Fri, 28 Oct 2016 03:30:30 GMTQuantitative Researcher (in Bangkok, Thailand) Company Overview: WorldQuant is a quantitative asset management firm founded in 2007 and currently has over 450 employees globally. We develop and deploy systematic financial strategies across a variety of asset classes in global markets, utilizing a proprietary research platform and risk management process. Job Responsibilities (include, but not limited to the following): Our research subsidiary in Bangkok is seeking electrical engineering, physics, computer science, mathematics, financial engineering or any other related field majors for quantitative researcher position involving the creation of computer-based models that seek to predict the movements of worldwide financial markets. Candidates need not have prior knowledge of financial markets, but must have a strong interest in learning about stock markets and financial markets. Our highly accomplished senior staff will provide the new hires with mentoring and guidance to help them succeed. We offer outstanding career opportunities, which include: • Competitive financial rewards, relative to performance and position • Friendly and collegial working environment • Opportunity for promotion to Vice President in 2 to 4 years • Opportunity to learn from investment experts Job Qualifications: • Ph.D. or M.S. degree from a leading university and B.S. degree from the top university in Thailand, US, (or from other leading universities in the world) in a highly analytical field, such as Electrical Engineering, Physics, Computer Science, Mathematics, Financial Engineering or any other related field that is highly analytical and quantitative • Ranked as top 20% in class for bachelor's degree • Have a research scientist mind-set, i.e., be a deep thinker, creative, persevering, smart, a self-starter, etc. • Be competent in a programming language (C++ or C) • Possess good English language skills • Have a strong interest in learning about worldwide financial markets • Possess a relentless drive to succeed, supplemented by a strong work ethic Position based in one of our research offices: Bangkok Interested and qualified candidates please email your current CV (or any questions) in ENGLISH to WQThailandjobs@worldquant.com WorldQuant is an equal opportunity employer and does not discriminate in hiring on the basis of race, color, creed, religion, sex, sexual orientation or preference, age, marital status, citizenship, national origin, disability, military status, genetic predisposition or carrier status, or any other protected characteristic as established by applicable law.