Quantolio Financial Technologies is seeking a quantitative researcher to research, develop and test scalable quantitative trading strategies (statistical arbitrage / factor models) using sophisticated quantitative/statistical techniques for mid frequency range (days to weeks holding period).

Responsibilities:

· Conduct research and statistical analyses on large data sets

· Develop core algorithms and models leading to trading decisions

· Conceptualize valuation strategies, develop and continuously improve upon mathematical models, and help translate algorithms into code

Qualifications:

· Ph.D. in Statistics or equivalent experience in Computer Science, Mathematics, Finance, Economics, or a related field. Strong M.Sc. students’ applications will be considered.

· Demonstrated ability to complete high level investment-related research

· Prior experience in a quantitative role is a plus, but is not required.

· Strong experience and skills working with and analyzing large amounts of data

· Proficiency using statistical packages (e.g. R, Matlab)

· Exceptional command of Python, C/C++