NM Inc. is a mathematics research company that specializes in quantitative finance. We are now seeking candidates to develop quantitative trading/investment strategies.
Interested candidates should have a background in mathematics, statistics, differential equations, optimization, operations research and signal processing, but we will consider candidates with strong background in related fields, such as physics, industrial engineering and computer sciences.
Successful candidates will contribute towards the research, design, testing and implementation of quantitative trading/investment strategies. They will get experience to solve real world financial modeling problems. This is an opportunity to receive first hand guidance from experts in the field as well as being exposed to the work of seasoned colleagues. As some of our teammates are from the financial trading world, this will be an excellent opportunity for those who want to build their career in quantitative trading.
The candidates should
– have a Ph.D. in a quantitative field such as applied mathematics, quantitative finance, statistics, signal processing, big data analysis, computer science from the leading institutions
– be familiar with stochastic calculus and options pricing theory
– be familiar with MATLAB and/or R
– have programming experience in Java/C#/C++
During the interviews, candidates are expected to show fair understanding of their fields and explain their thesis topics. There will also be brain teaser type questions.
Our current priority is for those who have a Ph.D. in stochastic control, optimization and statistics.