Dear All,
I have been retained by a Tier 1 Investment Bank to find an individual with a strong statistics background. The perfect candidate will have either a Masters or PhD in Statistics or another closely related field.
Previous experience in the financial services industry is not essential. We are looking for people with experience in other areas that have the strong statistics background, and are eager to join a research driven, highly ambitious organisation and utilise their alternative ideas to maximise the success of the business. This role is a long way away from the preconception of the finance industry that you may have, it's academic, research driven and you will be surrounded by a lot of equally intelligent people.
Our client is looking for someone with a stats / machine learning background to join their High Frequency FX quant research and trading team. The team is responsible for electronic market making and generating alpha from the banks FX flow, both internal and from their large franchise business. This quant trading role will involve work on the FX spot pricing engine and auto hedging algorithms to support the banks e-trading business.
The bank has a strong franchise business with a large, high quality flow. The team has some of the best technologists in the City, specialising in high frequency / low latency. They are looking for someone with out of the box ideas to utilise this technology platform and large client flow to generate alpha.
Experience with C/C++/C#, Matlab and/or Java will be a huge advantage.
Due to the excellent track record of this team successful candidates can expect excellent compensation, with salaries easily exceeding £150k.
Kind Regards
Andrew Clarke I Executive Search & Selection
M o n t a s h A s s o c i a t e s
Office: 02077496066
Mobile: 07921689547
Email: [log in to unmask]
Website: www.montash.com <http://www.montash.com/>
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