Perform research on market microstructure, high-frequency volatility forecasting and work on tick data; Work in collaboration with a professor at EPFL; Use machine learning techniques where appropriate; Create high quality research with results that can be deployed in production
Requirements:
PhD/MSc in a quantitative subject such as quantitative finance, statistics, mathematics or other similar fields from a top ranked university; Experience working with large financial data sets, ideally tick data; Experience/knowledge of market microstructure; Strong analytical and modelling skills; Familiar with Machine Learning methods applied to finance; Fluent in Python, knowledge of q/KDB a strong plus
Text:
Google Chrome Microsoft Edge Apple Safari Mozilla Firefox Quantitative Researcher Full-time Company Description We are Swissquote and we challenge the code to deliver innovative services & products that make financial opportunities accessible to everyone. We deliver our services to 450’000 clients who can trade over 3 million products through performant and secured platforms. As well as various online trading products (stocks, cryptocurrencies, bonds, funds, derivative products…), we provide Forex, Robo-Advisory and Mortgages solutions. That makes us the Swiss Leader in online Banking! Join our 1000 employees all over the world to accelerate your career in fast-moving and rock-solid company! We keep on growing and at the end of June 2022, Swissquote held over 50 billion Swiss francs in assets for more than 520,000 private and institutional clients. Follow Humans of Swissquote to discover our people & culture! Job Description You will join the Quantitative Research Department as a Quantitative Researcher. As a team, we perform research in collaboration with academics as well as on applied projects for our business needs. We want to provide best-in-class quantitative solutions to our day-to-day business partners. We work with teams such as Risk, Trading, Treasury and Market Strategists. You will : - Perform research on market microstructure, high-frequency volatility forecasting and work on tick data - Work in collaboration with a professor at EPFL - Use machine learning techniques where appropriate - Create high quality research with results that can be deployed in production Qualifications - PhD/MSc in a quantitative subject such as quantitative finance, statistics, mathematics or other similar fields from a top ranked university - Experience working with large financial data sets, ideally tick data - Experience/knowledge of market microstructure - Strong analytical and modelling skills - Familiar with Machine Learning methods applied to finance - Fluent in Python, knowledge of q/KDB a strong plus - Fluent in English - Organized, self-motivated with excellent communication skills - Team oriented you are able to be the link between quantitative researchers, traders and senior business people Additional Information SQ3 Job Location I'm interested I'm interested share this job Powered by (Data Processor) and Share to WeChat × Copy the link and open WeChat to share. Copy to clipboard Share to WeChat × Use Scan QR Code in WeChat and click ··· to share.
Please click here, if the job didn't load correctly.
Please wait. You are being redirected to the job in 3 seconds.
