Role :- Researching, developing and implementing dynamic alpha strategies. Researching high volumes of market data to identify patterns and express your own fully algorithmic trading strategie
Researching, developing and implementing dynamic alpha strategies.
Researching high volumes of market data to identify patterns and express your own fully algorithmic trading strategies
Creating and implementing trading strategies
Efficiently processing, storing, and retrieving huge amounts of market data to identify trading opportunities
You can be a fresh PhD graduate with internship experience within high frequency trading or within the crypto- currency trade . They are also open to experienced quant researchers .
Strong data science / time series skills.
Hands-on programming experience with Python or C++ is essential.
Demonstrated experience with alpha and signal generation, and working with statistical models at a high-frequency trading firm if you have experience .
Strong interest in Neural Networking, Artificial Intelligence, Algorithms, Numerical Analysis or Stochastic Calculus demonstrated through attending courses at university, peer-review publications and work experience such as internships.
A high degree of motivation, adaptability and proactiveness are key success factors for the role.
Strong interest in Financial Engineering, Options or Cryptocurrency Markets highly desirable.
Ideally you want to be based in Paris.
Please send a PDF resume to firstname.lastname@example.org