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    Last Update : 07/02/2012   

 
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See SELBY-JENNINGS-LONDON 25 Job offers


Statistical Arbitrage Quantitative Trader-London





My client is looking to add to their Quantitative Trading team in London. This is a senior hire and therefore candidates must have relevant experience up to VP level.

The role reports into the head of arbitrage trading.

Responsibilities include:
Developing Equity Arbitrage Strategies using data mining, signal processing and machine learning.
Analysing financial time series based on various time-frequency representation-spaces with pattern recognition.
Designing commission pricing models and client analysis platform for program trading principal.

The ideal candidate must be able to demonstrate:
Experience in statistical analysis, signal processing and machine learning.
Relevant knowledge and experience from working in a similar role/field up to VP level.
Excellent technical skills including a high level of competence of  C++, Matlab, R, VBA.
A strong academic background in Computer Science, Financial Engineering or a similar quantitative field.

This is an extremely successful organization, where compensation packages are very competitive and the role is within an established team with a proven track record. This will offer the chance to work alongside one of the most respected quantitative groups and will provide an excellent platform to advance a career in quantitative finance.

Interviews are currently taking place, therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly by mail or visit our Website, www.selbyjennings.com

ALL CVs must be submitted in word format.

Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
 

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