Elite West Coast trading firm is seeking the right Ph.D. Quantitative Researcher to join their team developing, building and enhancing their automated trading strategies. Work will range from data preparation to model development to production software implementation. Must have practical experience applying modern statistical methods / machine learning. Financial industry background is not necessary, but a definite plus.
Background in modern statistical methods / machine learning
Evidence of strong mathematical abilities, e.g. publication record graduate coursework, or competition placement
Solid C/C++ development skills and interest in software development techniques.
Knowledge of statistical tools (SAS, R, MatLab)
Competence in solving large-scale computing problems