Researchers in Computational Finance - Cyprus - relocation pack
Our client, a prestigious International Financial Services Company, is looking for top class English-speaking mathematicians/engineers/scientists to work with us in modern quantitative finance at its Global Headquarters in Limassol, Cyprus. Our researchers participate in novel financial analysis and development efforts that require significant application of mathematical modelling techniques. The position involves working within the Global Research team; there is also significant interaction with the trading and fund management teams. The objective is the development of innovative products and computational methods for our statistical arbitrage and quantitative strategies (FX, Commodities, Futures)
In addition, the role involves statistical analysis of portfolio risk and returns, involvement in the portfolio management process and monitoring and analysing transactions on an ongoing basis.
The successful candidate should have very good quant skills, ideally a PhD in Signal processing, Control Theory, Hard sciences/Engineering or Mathematics and a good grasp of Statistics, together with excellent all round analytical and programming abilities.
The following skills are also prerequisites for the job:
Experience in systematic, quantitative strategy development or trading (medium-term to high frequency)
Solid programming skills in any language (with experience working with large databases a plus)
Data mining experience in the context of large datasets of time series
A decent understanding about the lifecycle of model development in systematic trading - from and back-testing to executions
Candidates with prior experience in systematic trading of Commodities will be preferred
SQL/relational database experience would be an advantage
Strong, methodical problem solving and numerical reasoning skills
Experience in a similar role is a must
Solid programming experience, preferably in Matlab or other modelling languages
Finally, we are looking for a team player
- EUR 1,200 - EUR 1,800 / Month