Overview
In this role you will advance algorithmic and electronic trading models within a top-tier hedge fund environment. You will work alongside a high-caliber team to build, validate, and monitor quantitative models, contributing to testing frameworks and performance reviews. Expect a fast-paced, innovation-driven culture with a strong emphasis on real-world coding and rigorous scientific methods. Zurich relocation is offered for a candidate who can demonstrate deep quantitative mastery and practical data-modeling skills.
Pay / Benefits
- relocation offered
Responsibilities
- Contribute to model building and validation for algorithmic/eTrading models
- Perform independent reviews of Algo/eTrading models
- Contribute to the testing framework for algo/e-trading models
- Provide expert assessment and monitoring of trading algorithm performance vs. aims
- Create high-quality, real-world code
- Challenge existing design
Key requirements
- PhD in Statistics, Physics, Econometrics, Computer Science (Machine Learning, Computational Linguistics)
- First-class quantitative skills
- Derivatives Knowledge
- Strong programming in C++ or Java or Python
- Experience with large real-world data sets and large-scale data modeling
- C++
- Java
- Python
- Derivatives knowledge
- Large-scale data modelling
- Real-world data experience
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