Senior Quantitative Analyst — Hedge Fund
This premier quantiative trading firm, with offices in Connecticut and NYC, has openings for senior quantiative analysts.
Successful candidates will co-lead the firm's expansion into new asset classes.
Responsibilities include: 1) meeting with senior researchers, traders, the CIO, and the CEO, to help organize the firm's global research and trading efforts, 2) developing a research and trading agenda in a specific area (e.g., quant macro, equities microstructure, rates modeling, etc) 3)developing specifications for new simulator functionality based on research agenda and feedback from researchers and traders, 4) meeting with traders to evaluate research needs and provide input to development of trading system functionality.
Candidates must have three years experience at a top firm with strong exposure to trading and research. They must have experience in one of the following asset classes: futures, currencies, commodities, FX, or CTA
They should have a PhD or MS from a top tier institution in math, op research, economics, electrical engineering, computer science, or physics
This firm also has positions open for more junior candidates. However, all candidates must have some experience in quantitative trading research or development.
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