Senior Research Mathematician (Midtown)
Date: 2012-05-18, 12:49PM EDT
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Be responsible for developing and implementing numerical algorithms for statistical flow, statistical arbitrage and various HFT models on High Performance Computer, as well as latency and risk evaluations using C++, MATLAB and R. Create HFT simulators and analysis program for equity and options in NYSE and NASDAQ; Simulate Monte-Carlo Neuron Networks for portfolio construction and analysis. Req: PhD in Applied Math or related field with minimum 3 years working experience; Expertise in parallel computing and GPU coding; Proficiency in MPI, NYSE Parity API, Thesys Tech API; FIX protocol is also required. Send CV: D. Howley at U.S. Financial Investments, Inc., 90 Broad Street 17th Floor New York, NY 10004
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