Must have a minimum of a Masters degree, or foreign equivalent, in any Science, Technology, Engineering, andor Mathematics STEM field of study and at least three 3 years of experience as a Statistical Modeler, Statistical Developer, Quantitative Modeler, Quantitative Researcher, Trader, or related Quantitative role for a financial services investment banking organization. Must attain FINRA Series 7 and 63 certifications within one year of hire. Must have at least three 3 years of employment experience with each of the following required skills Collecting and summarizing data to draw conclusions from financial markets and build models to predict movements of securities prices; Probability theory to develop predictive models for financial markets; Optimization methods to determine optimal decision making for business logic; Java to develop, implement, and test electronic trading algorithms; Database programming to collect, clean, aggregate, and summarize financial transaction data; Python to build and implement statistical learning models; Unix Environments and High Performance Computing; U.S. Treasury Bond markets, U.S. Interest Rates Futures, and European Government Bonds.
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