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Highly successful Quantitative Hedge Fund is looking for to fill multiple positions. With access to some of the most sophisticated technologies and data, they are one of the most respected industry players.
• You will need exceptional academics, with a degree from a top university and post graduate study in either a MSc or Phd.

• The right candidate will be responsible for developing algorithms which track or predict price changes across financial markets.

• An outstanding background in time series analysis, statistics, economics, digital signal processing, reinforced learning algorithms, portfolio theory, statistics or applied mathematics will be important

• Whilst experience in, or knowledge of finance theory would be highly useful, it is not essential.

• Programming will be an integral part of your job and you should have experience of at least one and preferably two of C, C++, C#, Python, Java, Scala, S-PLUS/R or Matlab.
Competitive Salary.

Please contact Emily Organ at Orgtel Finance on 0207 621 5500 to further discuss the role, or apply now for immediate consideration.

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