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Employer/Agency:
Quantitative Research Analyst - PhD
Susquehanna International Group, LLP (SIG) is a sophisticated and influential trading firm, active on the world’s major securities and derivatives exchanges. Our European headquarters is based in Dublin, where we employ over 300 people in Trading, Quantitative Research & Technology across a range of trading strategies, including Exchange Traded Funds, Commodities, Options, Fixed Income, Equity Derivatives and Convertible Bonds.
Quantitative Research at SIG:
Our quantitative researchers solve mathematical puzzles found in the financial marketplace and process vast amounts of data in order to identify profitable trading opportunities. Jumping between machine-driven data analysis and human thought, our quants find meaningful relationships among financial products by generating, testing, and challenging their own. To this purpose, quantitative researchers apply their mathematical skills in areas such as probability and statistics, stochastic processes, numerical analysis, optimization and machine learning.
At SIG Dublin, our quants collaborate closely with traders and software developers in a front-office environment, and are placed at a focal point of the development and implementation of computer-based trading systems that successfully execute sophisticated large-scale strategies independent of human interaction.
SIG's quantitative researchers are skilled mathematicians, physicists, statisticians, computer scientists and engineers, typically possessing a PhD and/or significant work experience in related fields. Their education continues through the collective knowledge of the firm: they learn about financial markets, hone their quantitative modelling skills and receive formal coding training.
This is a superb opportunity for a highly numerate individual with a keen interest in financial markets to gain exposure to cutting-edge research within a true trading environment.
We seek people with:
· A PhD in a numerate or technical discipline.
· Exceptional quantitative and statistical understanding.
· Very strong attention to detail.
· Good general computer knowledge and strong programming ability. Python/Matlab an advantage.
· Strong communication skills, both verbal and written.
· Self-motivation.
· Extensive knowledge about financial markets is not required.
Interested candidates should submit a CV and cover letter via our website http://www.sig.com/careeropps.aspx and apply to 2014-1799iCims Quantitative Researcher.
Susquehanna International Group Limited
Job title:Quantitative Research Analyst - PhD
Location:Dublin, Ireland
Compensation:Competitive
Job description:
Susquehanna International Group, LLP (SIG) is a sophisticated and influential trading firm, active on the world’s major securities and derivatives exchanges. Our European headquarters is based in Dublin, where we employ over 300 people in Trading, Quantitative Research & Technology across a range of trading strategies, including Exchange Traded Funds, Commodities, Options, Fixed Income, Equity Derivatives and Convertible Bonds.
Quantitative Research at SIG:
Our quantitative researchers solve mathematical puzzles found in the financial marketplace and process vast amounts of data in order to identify profitable trading opportunities. Jumping between machine-driven data analysis and human thought, our quants find meaningful relationships among financial products by generating, testing, and challenging their own. To this purpose, quantitative researchers apply their mathematical skills in areas such as probability and statistics, stochastic processes, numerical analysis, optimization and machine learning.
At SIG Dublin, our quants collaborate closely with traders and software developers in a front-office environment, and are placed at a focal point of the development and implementation of computer-based trading systems that successfully execute sophisticated large-scale strategies independent of human interaction.
SIG's quantitative researchers are skilled mathematicians, physicists, statisticians, computer scientists and engineers, typically possessing a PhD and/or significant work experience in related fields. Their education continues through the collective knowledge of the firm: they learn about financial markets, hone their quantitative modelling skills and receive formal coding training.
This is a superb opportunity for a highly numerate individual with a keen interest in financial markets to gain exposure to cutting-edge research within a true trading environment.
We seek people with:
· A PhD in a numerate or technical discipline.
· Exceptional quantitative and statistical understanding.
· Very strong attention to detail.
· Good general computer knowledge and strong programming ability. Python/Matlab an advantage.
· Strong communication skills, both verbal and written.
· Self-motivation.
· Extensive knowledge about financial markets is not required.
Interested candidates should submit a CV and cover letter via our website http://www.sig.com/careeropps.aspx and apply to 2014-1799iCims Quantitative Researcher.
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