Jobs

Major investment bank is currently building out its proprietary trading group that will resemble an internal hedge fund. The group will run multiple arbitrage strategies at any given time. In an attempt to create a 'no touch' trading environment, they would like to build a simulation test bed where they can test the risk of its strategies based on thousands of scenarios through various current and historical tick data parameters.

Client seeks an individual who can build out a 'neuro' environment so that they can anticipate which strategies will be profitable at any given time. Candidate will be responsible for the integrity of all of the data within the environment as well as developing mathematical models in support of volatility trading and arbitrage (statistical, convertible, risk...). Candidate will focus on developing innovative risk managament models for multiple products and leading all technical efforts that will include: systems architecture, data mining, predictive modeling, and core technology operations. Compensation will be significant.

Candidate must have a Ph.D in Computer Science, Mathematics, or Physics. Candidate must have experience building systems or quantitative tools in a trading environment. Strong experience developing predictive/AI tools is a plus although not a requirement. Experience using multiple data mining techniques is preferred. Solid foundation in statistics and core mathematics is a must. Expertise in multithreading and algorithms is a must. Candidate should also have experience managing teams of technologists or quants.

Contact Peter Friedman
Email: peter@pfassociates.net
(O): 732-452-3838