You will be joining a leading global investment bank as a quantitative trader in a front office proprietary trading team which is active in algorithmic trading strategies (agency and proprietary) and statistical arbitrage proprietary trading.
 
You will:
-Trade proprietary strategies on a day to day basis,
-Develop systematic trading strategies in the high frequency space on a proprietary basis,
-Statistically analyse time series data,
-Develop and build trading models,
-Be working closely with the quant developers to ensure that automated trading technology is adapted optimally to best exploit the strategy.
 
The ideal profile for this position will:
-Have Master of Science or PhD in Financial Engineering, Mathematics, Physics or Computer Science,
-Have experience in modeling, running simulations, solving equations numerically and programming experience using VBA, S-Plus or C++,
-Have good knowledge of equity market,
-Be a motivated candidate who is able to work under pressure,
-Be able to take theoretical ideas and turn them into applicable trading strategy,
-Exceptional reward and bonus packages are on offer for the successful candidate.
 
www.selbyjennings.com