A quantitative hedge fund who engages in systematic process-driven proprietary trading is looking for a quant researcher to spearhead their NYC execution efforts.
Duties include, but are not limited to:
Performance and toxicity analysis
Intelligent algorithm design
Run-time system monitoring and management.
Skill Set Required For Position:
The ideal candidate will have 2-10 years in financial industry, trading or investment banking. High frequency or statistical arbitrage background is preferred but not required. Experience building profitable quantitative trading strategies is preferred but not required.
Basic knowledge of electronic trading is required.
Basic knowledge of statistical predictive modeling is required. Background in simulations and data analysis is preferred, ideally in equities worldwide.
As this is a hands-on role, solid understanding of programming in both object-oriented (C++/C#/Java) and scripting/analytical (Python/Q/R) languages Is required, as is Linux/UNIX. C++ is preferred throughout the firm.
The candidate will have an MS or PhD degree in Physics, Mathematics, Statistics, Operations Research or related quantitative field. Alternatively, candidates with MS or higher in Computer Science but material quantitative exposure in their career will be considered