A technology-Driven, diversified principal trading firm is looking for highly skilled Ph.D. level researchers for an Algorithmic Trading Research Group in Tel Aviv.
Researchers at our company apply tools from a variety of disciplines including statistics, control theory, machine learning, optimization, and signal processing to develop algorithmic trading strategies. Our research team collaborates on idea generation and strategy development, while encouraging independent exploration and original approaches. Researchers have access to clean data integrated with a high-performance computing grid and the support of dedicated software developers.
Ph.D. with a focus on machine learning, signal processing, optimization, control, or statistics
An interest in financial markets
Experience in handling large data sets using languages such as Python, R, MATLAB ,or C++
Significant hands-on experience with formulating a research problem, conducting the research, and developing a working system
Prior experience in finance is not necessary. finance-specific training will be provided