We are seeking talented researchers who thrive on solving quantitative problems and collaborating with motivated colleagues.
You will join our group of top class researchers building quantitative models of financial markets, working from the initial idea-generation stage through to implementation and execution. Your research will involve large and complex data sets, using different programming languages and our in-house development library infrastructure. You will work in a collaborative, open and friendly team and receive excellent compensation and benefits.
We want to hear from you if you are practical, ambitious, dynamic and thrive from a challenge.
- Degree in a relevant field such as Mathematics, Engineering and Physics or demonstrable experience.
- Numerical and time series analysis
- Signal processing statistics
- Volatility / GARCH modelling
- Machine learning
Who are we?
We are a technology driven company of smart people who like to solve tough problems using a modern software stack. We are passionate about writing good code, collaborative and eager to keep up with developments in our fields. Our small team provides plenty of scope to learn new skills and presents a variety of challenges to keep work interesting. We are based in the centre of Oxford and have an informal work environment with plenty of opportunity for professional development and team-building social activities.
We want to hear from you if you would like to be part of an exceptional team, are ambitious and would relish the challenge. We offer excellent compensation and benefits, and are a collaborative, open and friendly team.
To apply, please email your cv and optionally a cover letter to firstname.lastname@example.org.
No agencies please