Quantitative Analytics Manager (PhD) - Derivatives Trading Algorithms Quantitative Analytics Manager (PhD) - Derivatives  …

Analytic Recruiting Inc.
in Boston, MA, United States
Permanent, Full time
Last application, 23 Jul 21
Competitive
Analytic Recruiting Inc.
in Boston, MA, United States
Permanent, Full time
Last application, 23 Jul 21
Competitive
A Boston based asset manager is looking for a PhD to create and lead the firms build out of a systematic derivative trading platform using tick level data for high frequency intraday trading. The firm trades actively in commodity, equity, bond futures and FX forwards.

Responsibilities:

  • Quantitatively evaluate derivative trading algorithms and strategies
  • Analyze, Model and Build high frequency intraday tick level derivative trading systems
  • Build systematic strategies that identify trading signals across multi-asset derivatives including: Commodities, Equities, Fixed Income, FX, and Options
  • Build transaction cost analysis tools and applications
  • Work with massive amounts of trading data

Requirements:

  • 10+ years of proven derivative trading application experience generating trading signals with a high frequency, stat arb or algo trading firm
  • Advanced quantitative degree, (PhD strongly preferred)
  • Advanced Python Programming skills
  • Experienced building high frequency systematic trading systems and models for 2 or more of the following derivative asset classes: Commodities, Fixed Income, Equity, FX
  • Superior communication and project management skills.
  • Top end compensation offered and a generous relocation package.
  • Relocation is a requirement once the firm returns to its workplace later in 2021.

 

Keywords: Python, Trading signals, High Frequency, Stat-Arb, Algorithms, Derivative Trading, Commodities, Fixed Income, FX, Equity, Tick level data

 

Please send resumes to: jeg@analyticrecruiting.com

 

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