Algorithmic and Quantitative Junior Trader (Madrid)

We offer internships leading to a permanent position.

Responsibilities

• Work with Senior Trader to assist and learn all aspect of trading and execution.

• Produce solid implementations of cutting edge pricing models and hedging tools.

• Maintain and improve existing report and backtesting procedures within the desk.

• Interact as part of the trading team in analyzing and implementing existing and new strategies.

Desired Skills

• MSc in maths, physics, engineering or other quantitative field.

• PhD or similar research experience will be strongly valued.

• Sound knowledge of statistics and probability.

• Strong programming skills in Matlab or Python. C++\C# will be positively valued.

• Good understanding of algorithms and data structures.

• Experience at building highly quantitative fixed income models is highly valued.

• Knowledge of equity algorithmic strategies would be a plus.

• Strong communications skills in English.

Contact: recruiting@arfima.com together with a CV and a motivation letter