SALARY: OPEN, Annual

Large financial services firm, a leader in the high-frequency trading and execution optimization, is seeking a Quantitative Developer to perform fundamental research in high-frequency trading, including execution optimization, risk management and trading strategies and to participate actively in the development and implementation of results from these research.

REQUIREMENTS

• Strong programming skills in Java, C++ or .NET
• Expertise in Matlab, R or S+
• Strong statistics/econometrics background
• Experience with high-frequency financial data
• At least Master's degree in physics, mathematics, computer science, engineering or the physical sciences.