As member of an Electronic Trading Research Team, responsibilities will involve researching the microstructure of markets and developing automatic pricing and trading capabilities. The work will involve mining intra day data on prices, volatility and liquidity to model and predict short-term market behavior/opportunities. Applicant should have a PhD Degree in a quantitative discipline emphasizing signal processing, stochastic control, prediction, pattern recognition, machine learning and/or dynamical systems. Strong computer skills are a must. Industry or Academic research experience in modeling market dynamics or pattern recognition for high-frequency data highly desired.
Register online at AnalyticRecruiting.com and refer to Job#281-16514. MS Word attached resume will be requested. Recruiter for this position: Dan Raz, email@analyticrecruiting.com.
Dan Raz
Analytic Recruiting Inc.
DR444-16514