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Quant Analyst - New York, United States

Fri, 17 Nov 2017 19:17:51 GMT

Riskcare is seeking a finance and risk management professional to support business growth in areas including: derivatives pricing and margining, market and credit risk, XVA, regulatory compliance and front office change for investment banking, insurance, asset management and commodities clients. Riskcare is a demanding and rewarding environment and ultimately a great place to work. Working for a smaller company means that employees can gain a wide variety of experience and there are no artificial restrictions to the speed of career progression. The role is for practical financial engineers who are keen to contribute to mission-critical deliverables primarily for systemically important financial institutions. Projects can be performed either on the client site or on an outsourced basis within Riskcare’s offices. Candidates must be interested in working within an innovative and entrepreneurial environment, where they will be expected to be involved in all aspects of the company from pre-sales to lead project roles. In these roles, they will work with our clients to create solutions by making use of the company's expertise in financial engineering, software engineering and business process engineering. They will also have the opportunity to contribute their knowledge and experience in our sales-informed internal research activities, where we are working with academia and other technology vendors. SKILLS AND QUALITIES Eligible candidates will have practical working knowledge in: - Financial models for derivatives products in: IR, FX, credit, equities and/or commodities. - Standard derivative pricing mathematics, quoting conventions, operational processes and data requirements. We typically employ candidates with: - A Masters level or equivalent in applied mathematics, quantitative finance or scientific/engineering discipline. CQF qualification or equivalent. - Consultative skills and the ability to form and present clear and concise arguments, as well as produce professional business documentation. - Self-motivation and who enjoy working in hybrid teams, such as quantitative, business and technology. - The motivation to be involved in pre-sales and broader project/growth/SME activities. - Experience of writing models in languages, such as Matlab, R or C++, Knowledge of C# or Java. EXPERIENCE We will consider candidates at all experience levels from post-graduate with limited financial modelling experience (1+ years acceptable and 2-3 years preferred) to senior exotics quantitative analysts who have spent several years on bank trading floors/entrepreneurial activities and are looking for something different. REMUNERATION, CAREERS AND CULTURE Remuneration will be awarded in line with experience and productivity. Remuneration is not the only important area where the company can contribute to the welfare of the individual. Skills usage and development is equally important for all: we strive to get the right balance when assigning our people to projects to make use of existing skills and provide exposure to new ones. In addition, we sponsor a range of industry-recognised training programmes to build up expertise in technology, finance and management. Once somebody has become established within Riskcare, we look at the work they are doing and the parts they enjoy such as coaching, application of technology and client relationships. When we have a better understanding of the individual’s life interests, we look at how this can be incorporated within the company to ensure a long and enjoyable career with Riskcare. APPLICANTS MUST HAVE AUTHORIZATION TO WORK IN THE US RISKCARE PARTICIPATES IN THE E-VERIFY SCHEME NO AGENCIES PLEASE



Consumer Behavior Modeler IV - Charlotte, United States, Wilmington, United States

Mon, 06 Nov 2017 21:17:41 GMT

The Team: The importance and visibility of statistical modeling at Bank of America, while always large, is dramatically increasing. As such, the 100-person Consumer Behavior Modeling team has multiple newly opened positions. We are looking to hire excellent statisticians at all stages of their careers. The modeling team offers a compelling combination of professional opportunities. We work on some of the largest, most varied, and most important data in the world. The mathematical sophistication of our models ranges from direct and routine application of standard tools to advanced and even research-level approaches. Our scientific rigor is excellent. We write fully reproducible code and document our work with substantial formal scientific essays. We implement our models and track their performance with advanced multivariate SPC. We get the deepest satisfaction in seeing our models perform as we predicted. We continually train on the latest and most powerful tools. We work across all products and across all the stages of the customer lifecycle. For example, our models: Set credit limits for 12% of the country’s credit card debt Evaluate the return on our hundred million dollar television advertising investment Correct for the significant selection bias caused by having performance data on approved accounts only Candidates who have deep skills in applied statistics and communicate with above-average effectiveness are cordially invited to apply. Job Description: Responsible for understanding, developing, and extending quantitative models and applications in support of risk, marketing, pricing, and operations. Key Responsibilities: Conduct all aspects of consumer behavior model development including problem formulation, stakeholder identification, model design, computer programming, data extraction, model estimation, model validation, model documentation, implementation, and monitoring Understand the deeper issues and independently structure problems Clearly communicate and champion options and tradeoffs with senior management Understand the core tradeoffs and biases in selecting a model development sample Execute on data preparation by extracting and building data sets from complex data warehouses Design randomized experiments to gather data needed to build still better models Write efficient computer code (mostly SAS) using white space, comments, indentation, arrays, control blocks, and modularization Have a deep understanding of both classical and modern statistical methods and the ability to apply them in practice Connect the use of the model with how it should be validated and monitored Produce high-quality written model documentation Design models that can be implemented given corporate constraints, and influence the development of even better platforms to support future models Manage work streams by breaking down complex projects into steps and communicating timelines to stakeholders Deliver high performing, fully functioning models. Collaborate with multiple functional groups including risk strategy, model risk management, legal, compliance, and technology Required: Advanced degree in statistics or related field, such as econometrics, engineering, applied mathematics, the applied sciences, or other heavily quantitative disciplines Advanced programming skills Deep expertise in modern statistical methods Clear and concise oral and written communication Over 5 years directly relevant experience Posting Date: 09/21/2017 Location: Wilmington, DE, BRACEBRIDGE I, 1100 N King St, Charlotte, NC, BANK OF AMERICA CORPORATE CENTER, 100 N TRYON ST, - United States Travel: Yes, 5% of the time Full / Part-time: Full time Hours Per Week: 40 Shift: 1st shift



Senior Quantitative Finance Analyst - Atlanta, United States

Mon, 06 Nov 2017 14:20:48 GMT

Responsible for independently conducting quantitative analytics and complex modeling projects. Engaged in review and validation of new and existing models, analytic processes or system approaches. Creates documentation for all activities and may work with technology staff in use of any system to run models developed. Incumbents possess excellent quantitative/analytic and communication skills. The qualified candidate will join a team of analysts in the Model Risk Management (MRM) group and will be responsible for the independent review and validation of all Mathematical/Statistical models used by the mortgage group. The mortgage group ensures that all models reflect best modeling practices and comply with the FRB and OCC requirements, BAC enterprise and MRM policies/procedures. The qualified candidate will work cross-functionally to enforce current model risk control procedures and apply his experience and skills to subject the models used by the mortgage group to effective challenge. The qualified candidate will also function as a subject matter expert to provide technical consultation to other analysts and to the MRM management for policy/procedure revisions/update. The qualified candidate will join a group of highly skilled and experienced professionals bound by a strong commitment to high-quality work in a very collegial atmosphere. Key requirements: Strong and diversified quantitative skills Working knowledge of the main asset classes available on the market(equities, fixed-income securities, options) Working knowledge of derivative financial instruments and the numerical methods used to price them Working knowledge of stochastic processes and stochastic calculus/integration Working knowledge of optimization techniques, regression techniques and Monte Carlo simulation Ability to understand and communicate clearly and effectively at all levels Ability to learn and adapt in an unexplored field, if necessary Team player attitude Required Skills: • Masters/Ph.D.-level degree in Quantitative Finance • 5+ years relevant experience • Strong programming skills in VBA, Matlab, C++/C#/Java and SAS • Technical curiosity and interest in learning new skills



Systematic Fund Hiring Data Scientist - Singapore - $ High - Singapore

Mon, 06 Nov 2017 12:10:55 GMT

Systematic quant fund are looking to hire a data scientist to be based in their Singapore team . The group is responsible for the delivery of comprehensive and error-free data to some of the most demanding and successful systematic Portfolio Managers in the world. Role:- Identification of new data sets Engaging with vendors to understand characteristics of datasets Building processes and technology tools to ingest, tag and clean datasets Analysis of datasets to generate descriptive statistics and propose potential applications of data Research of potential “alpha signals” for presentation to Portfolio Managers Monitoring and enhancing the automated data collection and cleansing infrastructure Research on new technologies for improved data management and efficient retrieval Requirements:- Ph.D. in computer science, mathematics, physics, statistics or another disciplines involving rigorous quantitative analysis techniques At least 1 year of experience as a Data Scientist, quantitative researcher or in a similar role Experience working with large data sets, including classification, regression, distribution analysis, and predictive modelling Experience applying statistical tests to large data sets Programming skills in SQL, TSQL, SQL Server or PL-SQL Programming skills in Python and at least one of C#, C++, or Java Financial industry experience preferred but not required Experience dealing with intraday, tick and order book data a plus Strong problem solving skills You can be based anywhere to apply for this role but you should have a strong desire to be based in Singapore. Apply:- Please send a PDF resume to Sara Hunter at quants@ekafinance.com



Quant Fund Hiring Equities Quant Analyst - Hong Kong -$High - Hong Kong

Mon, 06 Nov 2017 12:07:11 GMT

Our client , a quant systematic start up are looking to hire in their Hong Kong office. They are looking to add an equities quant researcher. Role:- Conduct quantitative finance research on eq and futures for systematic/algorithmic trading – Manage the full aspects of research process including data collection, analysis, strategy development, modeling, backtesting, etc. – Develop, optimize, and maintain models for quantitative analysis – Contribute to the continuous improvement of the investment process and the team’s research and trading infrastructure Requirements:- PhD in maths, finance, computer science, engineering, or other quantitative disciplines. Proven analytical and quantitative skills.. At least 3+ years of quantitative/systematic research experience (futures, eq, fx) on the buy-side. Broad statistical toolkit including machine learning, econometrics, large-scale simulation. Experience with large-scale portfolio optimization, multi-period optimization, and relevant software libraries and packages. Proven ability to conduct independent research Ideally you will be based in Asia and have a keen interest to work in Hong Kong . They will also consider candidates based in other locations who would be interested to relocate. Apply:- Please send a PDF resume to quants@ekafinance.com



C++ Developer - Radnor, United States

Wed, 01 Nov 2017 14:01:24 GMT

Primary Responsibilities: ? Develop new software and enhance existing systems in C++ on a linux platform. ? Create tools to process, store and analyze quote, order and financial data. ? Work closely with our quantitative research analysts, engineers and other groups to provide software solutions. Requirements of the Candidate include: ? Undergraduate or graduate level degree in Computer Science or Mathematics. ? C++ programming experience in a Linux environment. ? Excellent academic record. ? Strong problem solving skills. ? Knowledge of shell scripts and other languages including Perl, Bash or CSH is a plus. ? Knowledge of relational databases including Sybase, SQL Server and Oracle is a plus.



Quantitative Research Analyst Internship - Radnor, United States

Wed, 01 Nov 2017 14:00:20 GMT

We're seeking exceptionally motivated students with a strong interest in the financial markets to contribute to our empirical research process. The range of research ideas to investigate is open-ended and will depend on a candidate's background and strengths. Opportunities, including full-time summer internships and part-time work throughout the school year, are available for qualified students at each of the undergraduate, masters and PhD levels. Primary Responsibilities • Read and analyze academic research or other source material pertaining to anomalies in the global financial markets. • Build data sets and conduct statistical analysis on the data. Requirements • Substantial progress toward a degree (graduate level preferred) in a quantitative discipline (e.g. statistics, econometrics, mathematics, engineering, physics or computer science) or finance (with extensive coursework in quantitative disciplines). • Programming experience, ideally including R, C++ and/or Python. • Experience with regression analysis. • Strong interest in learning how to build, organize and analyze large data sets. • Strong organizational and communication skills.



Developer Internship - Radnor, United States

Wed, 01 Nov 2017 13:59:11 GMT

We are seeking highly motivated students who possess strong technical skills and the ability to work in a fast-paced collaborative environment. Primary Responsibilities: ? Develop new software and enhance existing systems. ? Create tools to process, store and analyze quote, trade and financial data. ? Work closely with our traders, quantitative research analysts, implementation programmers and other groups to provide software solutions. Requirements of the Candidate include: ? Pursuing an undergraduate or graduate level degree in Computer Science or Mathematics. ? C++ and/or Java programming knowledge or experience in a Linux environment preferred. ? Excellent academic record. ? Strong problem solving skills. ? Knowledge of shell scripts and other languages including Perl, Bash or CSH is a plus. ? Knowledge of relational databases including Sybase, SQL Server and Oracle is a plus.



Quantitative Research Analyst Internship - Radnor, United States

Mon, 30 Oct 2017 17:33:19 GMT

We're seeking exceptionally motivated students with a strong interest in the financial markets to contribute to our empirical research process. The range of research ideas to investigate is open-ended and will depend on a candidate's background and strengths. Opportunities, including full-time summer internships and part-time work throughout the school year, are available for qualified students at each of the undergraduate, masters and PhD levels. Primary Responsibilities • Read and analyze academic research or other source material pertaining to anomalies in the global financial markets. • Build data sets and conduct statistical analysis on the data. Requirements • Substantial progress toward a degree (graduate level preferred) in a quantitative discipline (e.g. statistics, econometrics, mathematics, engineering, physics or computer science) or finance (with extensive coursework in quantitative disciplines). • Programming experience, ideally including R, C++ and/or Python. • Experience with regression analysis. • Strong interest in learning how to build, organize and analyze large data sets. • Strong organizational and communication skills.



Technical Recruiter - Radnor, United States

Mon, 30 Oct 2017 17:32:14 GMT

We're seeking a technical recruiter with extensive experience recruiting software developers to work in a fast paced, high performance computational environment. Candidates should be familiar with the requirements of highly selective, data intensive, quantitative research-driven organizations, and possess an established recruiting network. Primary Responsibilities: • Design and implement tailored recruiting strategies. • Identify and prioritize recruiting sources and networks. • Work with colleagues to develop job descriptions and specifications. • Source and attract highly qualified candidates. • Conduct interviews and employ tools and methods to assess applicants' skills, experience and aptitudes. • Represent SCM at recruiting events and functions. Requirements: • Proven experience recruiting software developers for highly selective, data intensive, technology reliant organizations. • Solid familiarity with the personnel and technology requirements of a high performance computational environment. • Established recruiting contacts in software development and the related academic communities. • Experience recruiting for low latency securities trading organizations is a strong plus. • Creative thinker who can generate innovative recruiting strategies. • Excellent communication and interpersonal skills.



Quantitative Research Analyst - Radnor, United States

Mon, 30 Oct 2017 17:29:13 GMT

We're seeking highly driven, production-oriented researchers who possess strong technical skills and a thorough understanding of economics and finance, along with the necessary combination of creativity, resourcefulness, pragmatism and attention to detail to develop successful automated trading strategies. Primary Responsibilities • Utilize your analytical skills, market knowledge and intuition to develop and implement statistical trading models. • Participate in all aspects of research and trading model development, including generating research ideas, building data sets, conducting statistical data analysis and implementing quantitative production trading models. Requirements • A degree in economics or finance, with extensive coursework in quantitative disciplines or a quantitative discipline (e.g. statistics, econometrics, mathematics, engineering, physics or computer science) with extensive coursework in economics or finance. • Programming experience, ideally including R, C++ and/or Python. • Strong working knowledge of regression, time series analysis and other statistical techniques. • Experience building, organizing and analyzing large data sets is preferred. • The ability to comprehend and synthesize academic literature in finance, economics and statistics. • Strong financial market interest, knowledge and experience are preferred. • The ability to simplify and effectively communicate complex concepts.



Implementation Developer - Radnor, United States

Mon, 30 Oct 2017 17:24:26 GMT

We're seeking highly driven, production-oriented developers who possess strong technical skills and the ability to work in a fast-paced collaborative environment. Primary Responsibilities • Develop and support multi-threaded applications with a strong emphasis on high performance. • Optimize our trading strategy implementation and performance analysis platform using network and systems programming. • Create tools to process, store and analyze quote, order and financial data. • Work closely with our quantitative research analysts, engineers and other groups to provide software solutions. Requirements • Professional-level C++ programming experience in a Linux environment. • A Computer Science or Mathematics degree. • Outstanding problem solving skills. • Knowledge of shell scripts and other languages including Perl, Bash or CSH is a plus. • Experience with relational databases including Sybase, SQL Server and Oracle is a plus. • Experience with GUI design is a plus.



Execution Developer - Radnor, United States

Mon, 30 Oct 2017 17:23:17 GMT

We're seeking highly driven, production-oriented developers who possess strong technical skills and the ability to work in a fast-paced collaborative environment. Primary Responsibilities • Develop and support multi-threaded applications with a strong emphasis on high performance. • Optimize our multi-faceted low latency global trade execution platform using network and systems programming. • Create tools to process, store and analyze quote and order data. • Work closely with our quantitative research analysts, engineers and other groups to provide software solutions. Requirements • A minimum of three years professional-level C++ programming experience in a Linux environment. • A Computer Science or Mathematics degree. • Outstanding problem solving skills. • Knowledge of shell scripts and other languages including Java, Python or Perl is a plus.



C++ Market Data Feeds Developer - Radnor, United States

Mon, 30 Oct 2017 17:21:59 GMT

We are seeking highly driven, production-oriented developers who possess strong technical skills and the ability to work in a fast-paced collaborative environment. This is an opportunity to work in a real-time environment where you can make immediate contributions. You will be part of a small team building real-time data feed handlers for the largest financial exchanges such as the NYSE, LSE, TSE, CME, BATS, ICE and NASDAQ. Primary Responsibilities • Develop and implement infrastructure to support market data and trading. • Develop and maintain market data feeds. • Build and design large scale applications, with a focus on reducing latency and improving the performance of the system. Requirements • High proficiency in C++ development in a Linux environment. • A Computer Science degree. • Outstanding problem solving skills. • Familiarity with multi-threading and networking protocols (TCP/IP, Multicast preferred). • Experience in a real-time environment in the Financial industry.



Quant Start Up Recruiting Software Engineer- Budapest - Budapest, Hungary

Fri, 20 Oct 2017 09:47:13 GMT

Quant stat up are looking to recruit a software engineer in their Budapest office to develop and manage their internal data platform. Being a high performance workplace , they use flexible work systems and emphasize autonomy and self-responsibility. The professional language in their office is English. Role:- Your role will be to :- Develop connectors for alternative data sources in Python, SQL and Java Extend the data infrastructure to support multiple exchanges and markets Manage the current data infrastructure built on SQL, InfluxDB and HDF5 You will be operating a complex data infrastructure which requires accuracy, patience and attention to detail. Requirements:- • Implementation of highly reliable production code in Python and SQL • Knowledge of abstract data types • Familiarity with Linux and SQL No financial or trading knowledge is required. Experience in one or more of the following areas is a plus: • Cloud based infrastructures • Spark, NoSQL, columnar databases (e.g., InfluxDB) You must be self motivated. The fix salary is negotiable based on experience, and extended by a performance dependent bonus. The term of the contract is permanent. Application:- Please send a PDF resume to quants@ekafinance.com



Quantitative Researcher - Bangkok, Thailand

Fri, 20 Oct 2017 05:04:40 GMT

Quantitative Researcher WorldQuant develops and deploys systematic financial strategies across a variety of asset classes and global markets. We seek to produce high-quality predictive signals (Alphas) through our proprietary research platform to employ financial strategies focused on exploiting market inefficiencies. Our teams work collaboratively to drive the production of Alphas and financial strategies – the foundation of a sustainable, global investment platform. WorldQuant’s success is built on a culture that pairs academic sensibility with accountability for results. Employees are encouraged to think openly about problems, balancing intellectualism and practicality. Great ideas come from anyone, anywhere. Employees are encouraged to challenge conventional thinking and possess a mindset of continuous improvement. That’s a key ingredient in remaining a leader in any industry. Our goal is to hire the best and the brightest quantitative researchers. We value intellectual horsepower first and foremost, and people who demonstrate an exceptional talent. There is no roadmap to future success, so we need people who can help us create it. Our collective intelligence will drive us there. The Role: Research is at the core of WorldQuant. Through rigorous exploration and unconstrained thinking about how to apply data to the financial markets, our researchers are in constant search of new Alphas. We strive to understand data in ways our competitors don’t believe is possible. Researchers at WorldQuant employ tested processes seeking to identify high-quality predictive signals that we believe are undiscovered by the wider market. These signals are mathematical expressions of data that are used as inputs in our quantitative models. WorldQuant is seeking an exceptional individual to join the firm as a Quantitative Researcher. The person must have a strong understanding of the investment research process to create computer-based models that seek to predict movements of global financial markets. While prior finance experience is not required, a successful candidate must possess a strong interest in learning about finance and global markets. Candidates will have a research scientist mind-set; be a self-starter, a creative and persevering deep thinker who is motivated by unsolved challenges. Its Impact: As we pursue our goal of creating new Alphas, we need researchers who will lead us there. WorldQuant’s unique investment platform is a leader amongst its peers and the methodology we employ is cutting edge. We desire people who will help us in our relentless pursuit to succeed. What You’ll Bring: • Ph.D. or M.S. degree from a leading university in a quantitative or highly analytical field (e.g. - Electrical Engineering, Physics, Computer Science, Mathematics, Financial Engineering) • Ranked in the top 10% of bachelor’s degree class • Demonstrated ability to program in C/C++ on a Unix/Linux platform • Excellent problem solving abilities and judgment with a strong attention to detail • Mature, thoughtful, with the ability to operate in a collaborative, team-oriented culture • Strong English language skills; ability to communicate complex concepts in simple terms Position is based in our Bangkok research office. Interested and qualified candidates can email their CV 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, genet[...]



Quant Maccro Fund Recruiting Junior R/ SQL Developer - London, United Kingdom

Tue, 17 Oct 2017 19:49:38 GMT

Quant macro fund are looking to hire a junior developer based in London. The fund is Rates and FX focused with varying exposure to Equities, Credit and Commodities . Role:- Your role will involve working very closely with the senior portfolio managers on systems administration and databases. You will be doing a lot of the coding work in R. Requirements:- You must have a degree or a Masters in Computer Science. You must be very strong in R and SQL. If you have some Javascript and Python , then that will be a benefit. Ideally you will have at least 1- 2 years experience in system administration and databases. Apply:- Please send a CV to Sara Hunter at quants@ekafinance.com



Algorithmic Fund Hiring Junior PhDs- Krakow, Poland - Krakow, Poland

Wed, 04 Oct 2017 19:17:13 GMT

Algorithmic Trading Company are looking to hire a junior PhD quant analyst to work in their team based in Krakow. Role:- You will be responsible for research, design and development of algorithmic trading strategies. You will use sophisticated technological and mathematical methods to model global financial markets. You will be working on a team of former academics , mathematicians, physicists, computer scientists and engineers. Requirements:- You must have a PhD in a quantitative discipline such as Physics , Mathematics , Computer Science . Fluency in C++ or Java or Python. No prior experience in finance is required. You must have a big interest in applying quantitative analysis to solve complex problems . You must be able to speak English . Any candidates who are from Poland or live abroad and would like to relocate back to Poland are encouraged to apply also. Apply:- Please send a Word/ PDF resume to Sara Hunter at quants@ekafinance.com



Swiss Fund Hiring Portfolio Construction Quant - Zurich - Zurich, Switzerland

Tue, 03 Oct 2017 11:18:56 GMT

Swiss Quant Fund are looking to recruit a Quant Analyst who has one year of work experience in the field of quantitative modeling of portfolio construction and risk modelling. Role:- You will work on dedicated client projects for the development of cutting edge methodologies and the productization of portfolio construction models for major international advisory and institutional clients. This requires a high level of functional skills which you will contribute as a team member. Using your excellent technical skillset, you will engineer these concepts into sophisticated advisory solutions. Your personal success will depend equally on your ability to conceptualize and develop state-of- the-art models as well as your ability to function well within a team. Requirements: PhD in Maths, Computer Science , Statistics , Physics, Engineering. Strong technical skills built on 1 year of experience in a quantitative field in finance, such as portfolio management, risk management, or quant modelling (experience with optimization tools and algorithms is an advantage. Computer programming skills in MATLAB, Python, or R. Fluency in German. Eligible to live and work in Switzerland. Apply:- Please send a Word / PDF resume to Sara Hunter at quants@ekafinance.com



Zurich Quant Firm Recruiting Data Scientists - Zurich, Switzerland

Tue, 03 Oct 2017 11:16:13 GMT

Leading Quant Investment Firm are Looking to hire a data scientist for their Zurich office. Role:- You will be expected to work in the research, development, and delivery of quantitative decision-support tools and services, in the area of big data. This will include modelling, simulation, and the analysis of financial market data, as well as employing various numerical methods to analyse both structured and unstructured data. Requirements:- A higher university degree (PhD, MSc or equivalent) in Data Science, Engineering, Physics, Mathematics, Computer Science, Quantitative Finance, with a strong background in data mining, AI, deep learning, or related fields. At least three year's big data work experience in a non-academic setting Experience with extension of the customer views by integrating all possible internal and external data sources with customer data or experience with the increase operational efficiency by integrating data warehouse capabilities or experience with big data investment analytics. Fluent conversation skills in German and strong communication skills in English Eligibility to live and work in Switzerland. Apply:- Please send a Word/ PDF resume to Tina Kaul at quants@ekafinance.com