Quant Strategist-Credit recruitment
Top New York City Hedge Fund is looking for a Quantitative Strategist with a solid background in credit and equities. This role entails conducting quantitative research aimed at enhancing their current strategies, as well as creating new ones. Responsibilities includes developing strategies, modeling the risk of those strategies, coding and implementation. Candidate must possess 3-5 years prior experience at a hedge fund or IB. Strong programming experience in C++ or C# required. Ideal candidate will have a PhD in quantitative discipline from a top university, and client prefers CFA. Prior experience in Credit/Equity strategy with excellent knowledge of credit and rates derivatives. Excellent opportunity at rapidly growing firm. Contact Gary McKelvie for more details.
Please refer to JO# GLM5931; Gary McKelvie;
Integrated Management Resources, Inc.; Telephone: (480) 460-4422;
Email: gary@integratedmgmt.com
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