I need someone to research and modelling certain aspects of microstructure within high frequency trading. Preferable knowledge in these topics: Fokker-Planck (diffusion) equation Queue dynamics Markovian dynamics Brownian motions discrete Poisson model Monte Carlo Typical paper example here http://arxiv.org/pdf/1312.0514.pdf You do need to have trading experience. If you wish to learn this topic and have the mathematical knowledge then please ask and we can discuss, I am open to exchanging knowledge for modelling development. Would suit a university lecture based candidate. I have further jobs for good candidates. Coding prefer in Python, C, or Matlab.