This is an entry-level role open to recent University graduates.

About the role:

At Tibra, our graduates get exposure to the development of real world trading systems and the associated quantitative finance methods in one of the most challenging environments: proprietary trading in financial markets. 

You will be analysing large data sets, finding patterns and exploring market dynamics. Your role will include researching, implementing and analysing signals and algorithmic strategies and will contribute to the implementation and evolution of the firm's trading strategies. 

We offer a competitive graduate salary and attractive employee benefits. At Tibra, you will also have the opportunity to undertake extensive training and learning via our in-house Tibra University programs in addition to on-the-job training and mentoring. 

Experience required:

• Degree in Mathematics, Computer Science or related subject 
• Development experience – preferably C++ 
• Experience in data analysis a bonus but not essential 

To apply for this role please submit your profile via the link; you must include:

• Resume (include past/expected University graduation dates) 
• University academic transcript including current WAM/GPA (can be noted on resume) 
• Residency status (can be noted on resume) 

 
Note: initial round of applicants to be processed from the 27th March 2020 

*ONLY applicants who have submitted complete applications will be contacted.