| Employer: | Hedge Fund |
| Recruiter: | Huxley Associates |
| Location: | Connecticut, United States |
| Posted: | August 27, 2008 Expires: November 24, 2008 |
| Job Title: | Quant Researcher/Developer for Portfolio & Strategy Optimisation |
| Description: |
Hedge Client is currently on the market for a Quant Developer with 2 yrs + experience of portfolio & strategy optimisation. You must have worked on optimising high frequency trading strategies at a Bank or Hedge Fund and have excellent skill sin C++. You will work directly with a Portfolio Manager who electronically trades high frequency US Equity products and will help him to make his strategy more effective & profitable. Ultimately, you will be trained on how to develop your own high frequency trading strategy and will have the opportunity to run your own book. Requirements: - 2yrs + experience of optimising high frequency trading strategies - Programming skills in C++ - PhD in Electrical Engineering/Computer Science - Knowledge of Axioma or other 3rd party optimizers Contact: For an opportunity to work with a leading Hedge Fund in their Connecticut office and work directly with a Quant Trader, send your resume to Kunjal Tanna at Huxley Associates immediately for consideration! To apply: Send your resume to Kunjal Tanna in Word format to quants.usa@huxley.com. Quote ref KNTN12051143 |
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| Ref Code: | KNTN12051143 |
| Job Type: | Employee |
| Sector: | Quantitative finance |
| Website: | http://www.huxley.com |
| Salary: | $120000 - $220000 + Benefits |
| Hours: | Full time |
