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Quantitative Researcher » Quantitative Research Associate
Quantitative Research Associate
Location: NY Metro
$300,000-$500,000
Description:
HRG is looking for a Quantitative Research Associate who will employ a variety of mathematical, programming and analytical skills in performing data analysis, mathematical research and quantitative model implementation. The primary purpose for the position is to assist senior quantitative analysts in implementing a variety of projects involving expansion of a high-frequency, proprietary trading system. Projects may include implementation of fundamental mathematical tools, implementation of portions of mathematical models for fitting and control of option volatility surfaces, implementation and backtesting of trading algorithms, implementation and backtesting of different types of forecasting algorithms and more.
Requirements:
Position requirements include a Ph.D. in mathematics, physics, and engineering or a related field and strong C/C++ programming experience, including STL familiarity. Finance experience is not necessary though a strong plus, but proven excellence in math and solid programming skills are essential. This position requires a highly self-motivated and detail-oriented candidate able to work closely with and communicate effectively with senior quants and developers.
Desired Skills:
Other desirable skills include experience with SQL, C#, Perl, Visual Basic and Excel, and knowledge of options/derivatives and options pricing models. As the quantitative development group is fairly small, flexibility and a positive attitude, ready to work on whatever is needed, whether sophisticated modeling is involved or not, is essential.
Job Reference #: DF122
The Hagan-Ricci Group
Phone: (212)-681-6333
http://www.hrg.net