Must have a Masters degree, or foreign equivalent, in Financial Engineering or Finance. Must have 5 years of postbaccalaureate experience with quantitative research in trading. The 5 years of experience must include experience with systemic trading space of mid to low frequency strategies; linearnonlinear forecasting, clustering, and optimization techniques; machine learning techniques; open source, cloud based packages including tensor flow; systematic strategy research mid or low frequency, across any asset class; utilizing alternative data; coding skills with PythonR; and coding and creating tools to support and monitor the production strategies.
Categories: eb3
0 Comments