Imported from previous forum
Your remit will involve researching the microstructure of markets and developing automatic pricing and trading capabilities. The work will involve mining intra day data on prices, volatility and liquidity to model and predict short-term market opportunities.
The successful candidates will have a PhD Degree in a quantitative discipline emphasizing signal processing, stochastic control, prediction, pattern recognition, machine learning and/or dynamical systems.
Strong computer skills are a must. C++ especially needed.
Industry or Academic research experience in modeling market dynamics or pattern recognition for high-frequency data highly desired