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Data Scientist - working with high frequency financial data

A Data Scientist working in the High Frequency Trading team would be expected to use advanced Maths / CS methods to find patterns in data that can be used to create low-latency, high frequency strategies. The candidate would be required to have a working knowledge of the most advanced learning and prediction algorithms, both game theoretic as in CS and statistics based learning and prediction methods. 

We are currently seeking extremely bright, articulate, highly-motivated candidates to join our team. 
Candidates should feel at home in a really challenging machine learning + statistics + programming environment. 
They should be comfortable with working under time pressure, and should hope to make a long-term commitment toward building a company.

Our requirements are the following:
  • Should be awesome at Machine Learning / Data Analysis / Artificial Intelligence / Signal Processing .
  • Highly qualified BS, MS, and PhD graduates from top programs in CS, EE, Math and Physics 
  • Related work experience is helpful but not essential 
  • Must be proficient in Unix, Linux, and/or BSD programming
  • Interpersonal skills and ability to communicate effectively are essential
Experience in the financial industry is not a requirement and we welcome candidates who  have had no exposure to finance whatsoever. 
We offer the following:
  • Excellent compensation, with tremendous long-term earnings potential. [ First year expectations ~ 80K to 120K ]
  • Ability to interact with highly talented and experienced professionals in a casual yet academic environment would be helpful.
  • Ample cultural and recreational activities, with nearby access to New York City

To summarize we are looking for people who are, or have similar skill sets as Machine Learning / Physics PhDs and also have the ability to wear multiple hats.
In order to apply for this position, please send an email with resume to jobs [ AT ] circulumvite [ DOT ] com with subject : "Data Scientist".