Junior Quants Required – Financial Investment Firm

Top US based Hedge Fund is seeking a number of Junior Quants to join their strategy research team. The successful candidate(s) will become part of this fast growing, technologically advanced Company and contribute to their front office, trading efforts.

As the successful candidate you will partake in identifying and developing new trading strategies based on arbitrage, measuring correlations and volatility at high frequency. In addition to this you will be working to improve existing hedging strategies, using historical data and real time data and other theoretical / experimental approaches to trading.

 The successful candidate will have:

-          a highly Numerical PhD from a Red Brick University, educated in subjects such as Mathematics, Statistics, a Hard Science or related subject.

-          Knowledge of Probability Theory and Advanced Calculus is highly advantageous.

-          In some cases candidates with a Master’s degree in a highly numerical subject from a Top University coupled with relevant Front Office Systematic/Algorithmic Trading experience may be considered.

Essential skills:

-          Highly numerate

-          Been part of an academic/financial club in University (preferable)

-          Show keen interest in the financial markets

-          Be outgoing and able to work in a team

-          C++ and/or Java Skills

-          R, S-Plus, Matlab all advantageous.

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on 0203 145 1511 / 07748 461 142 or email a.booker@westbourne-partners.com.

Westbourne Partners have recently launched our new website with a number of new vacancies, please visit the website to get more information about our current live requirements www.westbourne-partners.com and follow us on twitter www.twitter.com/westbournep