Will be involved in research of the trading signals / models for cross-asset systematic strategies.
Do not wait to apply after reading this description a high application volume is expected for this opportunity.
Requirements :
- MS / PhD level education
- 3+ years of quant strategies development
- Hands-on programming experience
- Good knowledge of derivatives (futures / options)
Will be part of a small and collegiate group working with a senior partner / lead portfolio manager.
Please contact us for more details and confidential consideration.
J-18808-Ljbffr
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Will be involved in research of the trading signals/models for cross-asset systematic strategies.Do not wait to apply after reading this description a high application volume is expected for this opportunity.Hands-on programming experience.Good knowledge of derivatives (futures/options).Will be part...
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