Quant Analyst/Developer- Hedge Fund- New York recruitment
The group is comprised of four traders and three analyst/ developers, the opportunity exists as a part of their growth plans. The team is multi asset within high frequency and systematic short term trading.
Requirements:
Excellent Academic background- PhD in quantitative discipline e.g Operations Research/ Statistics
Strong C++, Java skills. Additionally Python highly desirable.
Knowledge of market microstructure
Experience developing quantitative models in a trading environment
Responsibilities:
Research and Development of trading strategies
Transaction Cost Analysis
Development of trading platform
This is a rare opportunity to work in such a reputable organization and will offer the chance to build a long term career in a world leading group with an exceptionally competitive salary package.
Interviews are currently taking place, therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly to qfm@selbyjennings.com. ALL CVs must be submitted in word format.