Experienced Quantitative Researcher – Systematic Asset Management Firm, CT recruitment
Our client is a leading multi strategy systematic hedge-fund with a focus on trading medium and low frequency strategies on CDS, Options, Global Equities, FX, and Futures. We are recruiting experienced professionals with expertise in:
- Quantitative researcher for FX Global macro and asset allocation portfolios (Ph.D. + 3-5 years experience).
- Quantitative Researcher for Multifactor Stock Selection for long only and long short portfolio (Ph.D. 5 – 7 years experience).
- Quantitative researcher for hedge-fund replication strategies. (Ph.D. + 1-2 years experience).
- Quantitative Researcher for Credit and Volatility systematic strategies. (PhD / Masters + 2+ years experience).
Requirements:
- Strong academic background from a leading university in finance, economics or similar. (Ph.D.)
- Ability to drive research initiatives to develop proprietary quantitative trading strategies.
- Experience doing empirical research and working with large data sets related to financial data.
- Strong background in econometrics (or statistics) and knowledge of optimization.
- Good economic intuition and thorough knowledge of finance and economics.
- Experience programming with Python, Matlab.
- Strong problem solving and quantitative skills.
- Strong presentation skills and ability to discuss and explain involved concepts in finance and mathematics in both verbal and written form.
- Hard-working, diligent and eager to learn in a highly intellectual, collaborative environment.
To discuss the above positions, please contact James Kennedy James.Kennedy@njfsearch.com
January 4, 2012
• Tags: Asset Management careers in the USA, CT recruitment, Experienced Quantitative Researcher – Systematic Asset Management Firm • Posted in: Financial