CYPRUS Quantitative Researcher / Developer

Overview

In this role you will contribute to building and validating algorithmic trading models for a top hedge fund. You will work within a high-caliber team that uses scientific methods to develop strategies across equities, FX and commodities, leveraging large real-world data sets. You will develop and test real-world code, review models, and monitor performance to ensure alignment with trading objectives. The position offers relocation to Cyprus and a chance to operate at the cutting edge of quantitative finance in a fast, entrepreneurial environment.

Pay / Benefits

• relocation offered

Responsibilities

• contribute to model building and validation for algorithmic trading
• perform independent reviews of Algo/eTrading models
• contribute to testing framework for algo/e-trading models
• provide expert assessment of performance vs aims of trading algorithms
• create high-quality, real-world code
• challenge existing design

Key requirements

• PhD in Statistics, Physics, Econometrics, or Computer Science
• 2 years’ postdoctoral experience at a leading research institution or financial services company
• strong quantitative skills and attention to detail
• experience handling large datasets (preferably real-world data)
• ability to communicate ideas/results clearly

• clear communication
• attention to detail
• problem-solving mindset
• probability and statistics
• time series analysis
• partial differential equations (PDEs)

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