Quantitative Researcher (PhD)

Who are we?The Itarle Groups is an industry-leading supplier of best execution algorithmic trading, smart order routing and transaction cost analysis services to clients ranging from global investment bank to specialist brokers. To support its Hong Kong operation across both equities and listed derivates, and to facilitate the increasing demand for its services, Itarle (HK) lts is seeking talent to monitor, support and grow the Itarle services in Hong Kong and contribute to the expansion of the Itarle brand around the globe.What we are looking for:PhD in computer science, Econometrics, Electronic Engineering, Mathematics, Physics or Statistics.Have a track recored of Published research work in respected journals.Applications from candidates who have complete a Post Doctorate research positions are particularly welcome.Experience in Java or C++ on very large data setsSelf-motivated with high curiosityAbility to work independently and with a teamRelevant experience: Linear and non-linear time series and spectral analysis (ARMIA, TAR, VAR, SSA etc...)Machine learning techniques such as DNNs, LSTM, LASSO, Random Forest, XGBoostMultivariate methods such as PCA and ICA, Factors Analysis, Cluster Analysis.

Benefits

Bonus schemeCompany nights out and company paid lunchesPossibility to travel to global Itarle office