We are seeking outstanding researchers to build quantitative models of financial markets.
You will be responsible for projects from initial idea generation through to implementation and execution, tackling challenges in areas such as prediction, optimisation and data analysis. We work with research-led technologies to tackle a wide range of challenging problems, providing the opportunity to test ideas within our live quantitative trading environment.
Your research will involve large and often complex data sets. Your tools will be a range of computer programming languages (such as C++ and Python) and analysis packages, and our in-house development infrastructure. Proven research ability is desirable, together with strong programming skills.
You will also have experience in some of the following areas: statistics (including robust techniques), machine learning, natural language processing, optimisation, time series analysis, signal processing and numerical analysis. We use these techniques to understand and quantify relationships among numerical and textual data from numerous sources. You will be confident using statistics as a tool to validate experimental results.
We are looking for an advanced degree in mathematics, computer science, physics or econometrics, although we will consider highly numerate graduate applicants.