Junior / entry level candidates – Quantitative Analyst / Assistant Portfolio Manager – Quantitative Hedge Fund – New York recruitment
Unique opportunity for high calibre an entry level/ junior candidate that wants to build a career in quantitative/ algorithmic trading, the client is a multibillion dollar hedge fund that trades extremely sophisticated mathematical models across most asset classes, and geographies. All trading models are fully automated without human intervention once built and deployed. The fund is constantly looking for new ways to generate alpha through identifying inefficiencies in the financial markets and to remain ahead of the competition. The Fund has been consistently profitable since inception, and is rapidly growing.
In this role you will have the opportunity to work alongside some of the most successful quantitative traders, and researchers in the world and learn how to take advantage of inefficiencies, and arbitrage opportunities on worldwide markets.
The profile:
PhD or MS from a top academic institution in a quantitative subject area; Operations Research/ Econometrics, Computer Science, Statistics, Electrical Engineering, Computational Mathematics, Automation etc.
Strong programming skills in C++, Perl, or Python;
Rigorous understanding of; Optimization theory, Algorithms, programming (dynamic programming, large scale linear and non liner programming, genetic algorithms, interior point methods, robust optimization)
Strong interest in financial markets
Great work ethic
Please reply to rw@capitalchase.com for immediate consideration, interviews are being scheduled now.