Quantitative Analyst- Hedge Fund-New York recruitment
My client, a leading multi strategy hedge fund based in Connecticut is expanding their team and is looking for a quantitative analyst for the Asset Allocation team. The role is highly quantitative and the successful candidate will be working in a fast paced trading environment.
This position offers the chance to work in a very successful, stable team in full expansion mode. This role is linked to PL and therefore there is the potential for substantial performance linked bonuses.
To be considered for the role, relevant experience is essential as well as a strong academic background.
Responsibilities:
Design and implementation proprietary research and production systems.
Building back-testing infrastructure and design tools intended for the quantitative analysis of portfolios
Alpha Generation, back testing and implementing strategies.
Programming in c++, Java, matlab, python. .
Risk analysis, designing risk management tools, stress tests and attribution analysis on quantitative trading programs.
The Ideal candidate will have or be able to demonstrate:
A PhD in a quantitative field including Computer Science, Physics, Financial Engineering etc.
Strong coding skills and has an aptitude for mathematics
Exceptional technical skills including Matlab, R, VBA, C++, SQL and Python.
Experience in a similar role with a strong track record is Essential.
This role offers the chance to build on your already strong programming and mathematical background by moving to one of the strongest Hedge Funds in the world where you will be working alongside some of the most reputable names in the market place.
The position is integral to the continued development of the team, and therefore the salary and benefits package on offer are highly competitive.
This is hire is active and interviews are currently taking place. Early application is desirable as response has been high. Please submit your CV to qfm@selbyjennings.com in Word Format only.