Quantitative Research Position : Leading Hedge Fund Manager

Boronia Capital Pty Ltd

Boronia Capital Pty Ltd (formerly Grinham Managed Funds Pty Ltd) is one of the Southern Hemisphere's largest Hedge Fund Managers. Managing in excess of $1 billion we trade in over 60 futures markets into 9 countries, 24 hours a day. Boronia is committed to the development of statistically robust quantitative investment strategies through a disciplined scientific research process.

We are continuing to grow our research group and so are looking for individuals to fill a new permanent research position. The primary task will be to undertake research into the detection, modeling and exploitation of robust statistically significant patterns within financial time series data. The aim of this research is to develop new automated trading and execution strategies that complement those already in use. This is a task which has the potential to encompass a diverse range of research directions. Consequently the role will have a broad scope.

The successful applicant will have a Ph.D. in one of engineering, physics, mathematics, statistics, computer science, finance or a related field. All levels of experience will be considered. Competency in software development is essential and a thorough knowledge of one or more of Fortran, C, C++, Matlab/Octave or related languages will be required. Past research experience in any of the fields of complex systems, statistical and numerical analysis, machine learning, time series modeling or related will be highly regarded. Prior knowledge of or experience in finance is not a pre-requisite, though a strong interest in finance is essential.

The working environment is informal, relaxed and has an academic feel. Hence researchers within the group have the possibility of publishing results from selected areas of their work, are encouraged to engage in collaborations with groups from outside the company, and are supported in conference attendance. The research group is divided into small teams (3-5), each with close IT support, so successful applicants should be willing to work harmoniously with other researchers and with the I.T. professionals that support the research.

This is an exciting, intellectually challenging and rewarding role for someone with enthusiasm, imagination and a desire to learn more about the dynamics of financial markets. Salary will be commensurate with experience. Bonuses are linked to seniority and performance.

Individuals who are interested may apply by emailing their resume to: Research@boroniacapital.com.au