Work pattern: 5 days a week
Number of positions: 1
XTX Research LLP seeks a Quantitative Researcher to work on research and development of statistical models for trading electronically listed securities across global markets.
To be considered for this position you must have:
- Bachelor's degree in a STEM subject, preferably in mathematics, from a world class university.
- A PhD in mathematics or applied scientific discipline from a world class university or research institution.
- Relevant commercial experience applying machine learning and modern statistical methods to large sets of financial time series data for electronically traded securities in several asset classes (interest rates, foreign exchange, equities….)
- Commercial experience of programming in Matlab or Python plus an additional OO language such as Java or C++
- Broad practical knowledge of financial markets gained from previous commercial experience.
- Expert skills in Numerical Analysis, Optimisation, Statistics and Machine Learning techniques.
Closing date for applications is 29 April 2017