Quantitative Researcher requirements (experience FI options, CTA / junior Phd)
Experienced Hires:
We currently have two clients both managing multi-billion dollar portfolios looking for experienced quantitative researchers.
Requirement 1:
Minimum 5 years experience at a hedge fund/bank working on yield curve/rates/government bonds as a desk quant or quant researcher. Expertise in options. Based in NYC.
Requirement 2:
CTA quant from top hedge fund with minimum 4 years experience working cross asset class on futures in FX, commos, equity derivatives, . Role based in London. Visa sponsorship available.
Junior hires:
We have a dozen clients currently looking for junior level researchers.
Requirement 1:
London based hedge fund. Phd level or postdoc or in industry with up to two years experience. Phd from top 10 US university in subject matter: maths, statistics, physics, machine learning (with strong maths background). Visa sponsorship available.
Requirement 2:
New York based hedge funds. Phd level or postdoc or in industry with up to two years experience. Phd from top 10 US university in subject matter: maths, statistics, physics, machine learning (with strong maths background), computer science.
Requirement 3:
Chicago hedge funds and quant prop trading firms. Phd level or postdoc or in industry with up to two years experience. Phd from top 10 US university in subject matter: maths, statistics, physics, machine learning (with strong maths background), optimization and control and reinforcement learning.
Feel free to drop us an email if you would like more info with your contact number and a brief bio.
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