Market Making Quantitative Researcher - High Frequency Trading

Candidate Qualifications

• Working knowledge of forecasting and data mining techniques, such as linear and non-linear regression analysis, neural networks or support vector machines
• Strong programming and development skills in C++ in a Linux environment
• 5 + years experience developing statistical models in a trading environment
• Strong familiarity with Python, R, Matlab or S-plus
• Experience working with large datasets of historical price data
• Able to collaborate intensively with other team members
• Excellent communication skills

Compensation Package

Excellent compensation package