- Contribute with his/her ideas to develop backtest
- put into production new trading strategies
- Improve the performance of the current/existing system
- 3 -4 years experience
- Strong quantitative background
- Candidates with Master or Ph.D degree scientific disciplines such as finance, engineering, physics, mathematics, statistics, computer science or similar fields.
- Although a prior experience in financial markets is not specifically required, the candidates must have a genuine interest in the field of finance and algorithmic trading in particular.
- Past research with large databases and time series modeling, in particular high-frequency finance time series, will be considered a plus.
- Due to the systematic nature of the job, all candidates are required to be proficient in programming, with particular emphasis on C#, C++ and Matlab.
If you are interested, please send your word format resume to: firstname.lastname@example.org and CC email@example.com