Quant Researcher – Systematic Hedge Fund recruitment
I am working on a search for an exceptional Statistician to join the Quantitative Research Analysis team at a top European Quantitative Hedge Fund.
The firm has been operating in the systematic trading domain for over 10 years, and have a phenomenal track record. The research team itself is populated with top PhD's/PostDocs from World-Class universities in disciplines such as Maths, Physics and Engineering. They are now looking to add an experienced Statistics expert, who can build on the team's knowledge in this area.
The role will involve the use of Statistical Techniques and Packages to analyse extremely large, noisy datasets. As a result the successful candidate will possess:
- A PhD in Statistics / Mathematics (Postdoctoral experience would be a plus)
- Familiarity with Data Analysis, Pattern Recognition etc
- Competent in the use of Statistical packages (R, Splus, Matlab, SAS etc)
- An interest in Finance, particularly Systematic Trading
- Some experience in an O.O coding language (C++, C#, Java etc) would be a plus
To find out more about Huxley Associates please visit www.huxley.com
