High-Frequency Algorithmic Trading : London : US

A top tier US Investment Bank is seeking strong PhD candidate from top school with a Technological degree with knowledge in either statistics, neural networks, Bayesian filtering or signal processing and have a strong understanding in either Java or other object oriented techniques. The group is a Fixed Income High frequency and Intra-day platform trading desk operating at the leading edge of the quantitative trading space with substantial support to further develop the high-frequency business and your expertise within Statistics, Artificial Intelligence, Signal Processing, Machine Learning, time series forecasting is highly sought. You will benefit from dedicated quant and technology support with an attractive cost set-up leveraged globally.

http://www.selbyjennings.com