PhD/Postdoc Quant Researcher

A SYDNEY Based Volatility Trading Hedge Fund Seeks a PhD/Post Doc Quant for a junior/mid-level role in their Advanced Development Programs team

The role will focus on mathematical, statistical and/or econometric based research using historical data to develop systematic strategies using pattern recognition and other quantitative methods. The position involves designing, testing and implementing strategies used to generate trading opportunities from options markets as well as data analysis and idea generation.
Further responsibilities will include development and upgrades of previously developed software infrastructure.

Ideal Requirements

• Candidates should have exceptional technical skills based around Statistical or Econometric principles/Mathematical modelling/Machine Learning/Bayesian Methods/Data Analysis, Data Mining/Optimization and Algorithm development.
• Must have an aptitude for programming in C++ /Matlab/ R / Python
• An interest in learning about financial markets is a plus.

This is a unique opportunity to join a local firm which is at the cutting edge of research into volatility modelling and options investing globally. The ADP team has a great deal of autonomy and represents the creative heart of the business.

The Firm
As a leader in volatility modelling research and investment, we look to invest in exceptional talent who poses meticulous attention to detail, a strong work ethic and a passion for learning. We offer flexible working conditions and pro-actively seek independent, creative and innovative thinkers.

Contact
If you find this role of interest, please submit your application/CV/cover letter to: vol@triple3p.com

Alternatively please call our offices at (02) 9231 5767 and ask to speak with Simon for a confidential discussion.