Job Description:
Job ID(ap234 ) |
Large international Hedge Fund in the Northeast, USA is looking for a Junior Quant/Modeler (PhD) to join its Quantitative Research Team. The role will focus on researching, backtesting, and implementing Quantitative Trading Strategies, and building risk management tools for Equities, Fixed Income Securities, and Currencies. Applicants should have a quantitative PhD with strong training in data mining, time series, stochastic processes, and optimization techniques. Strong programming skills (C++, Matlab, VB) are required. Qualified applicants will have 0-2 years experience. The position will involve close interaction with Traders and calls for superior communications skills. Recruiter: Peter Arian
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