Quantitative Engineer - Hedge Fund
A global top hedge fund with AUM of over $26BN based in New York is looking for quant to join their dynamic cross asset quant research team. The firm has a phenomenal track record of success and is looking to expand based on an excellent track record of success.
The vacancy that they are looking to fill at the moment is a Quant Strat role on their investment team doing full cycle research, development, and implementation of trading strategies alongside the researchers and traders. This firm offers the ideal scenario for anyone who is looking for a challenging role that will expose them to a dynamic team environment. The ideal candidate is someone who is comfortable working on long term research, development and implementation projects
Responsibilities will include:
- Research, development and implementation of quantitative models, data pipelines and analytical tools
- Interfacing regularly with traders and other researchers to understand their needs and implement improvements
- Management of long term projects covering research, data pipelining, data analytics and tool construction
- Daily interactions with senior strategy and decision makers
- Collaboration between team members in order to drive productivity and facilitate innovative ideas
Ideal candidates should possess:
- 1+ years of experience in a quantitative field
- Exceptional programming and quantitative skills (Python or C++)
- A desire to further understand and model global markets and economies
- Masters degree in a computational field, Ph.D preferred
- Drive to succeed and see results
If there is an interest, please click the APPLY NOW button below.
