PhD – Quantitative Research recruitment
Award winning hedge fund specializing in statistical arbitrage strategies is seeking a PhD Quant to join their Research team. This fund has a long track record of success and is committed to growth, building the best research team in the industry. The Research team develops cutting-edge futures, fx and equities trading models and conduct innovative investment research in the areas of high frequency and systematic trading strategies. Significant interaction with trading and portfolio management teams are an important component of the role.
Applicants must have PhD in Mathematics, Engineering, Physics or similar and at least 3 years professional experience with a hedge fund or investment bank, with at least 2 year experience applying quantitative techniques to high frequency systematic trading.
The company offers a very attractive compensation and benefits package. Must be willing to relocate to offshore headquarters.
We respect your confidentiality and will not send your resume to any prospective employer without your permission.
Refer to Job#16981 -EFC and email MS Word attached resume to Gary Teaman, gteaman@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Gary Teaman as your contact recruiter.