C++, Quant developer, Ph.D., Hedge Fund, FX, currency, stat arb, programmer, Statistics 

My Client, a growing Hedge Fund in North Carolina is looking for an FX Quant Developer with experience in currency based models and C++.

You will be responsible for developing and optimizing models so extensive understanding of currency focused models is necessary. You will be part of building out a team of 6 reporting directly to the president of the fund.

Requirements:

- Masters or Ph.D. in statistics, applied math, computer science, engineering

- 2+ yrs FX experience and in depth understanding of FX models

- Skilled in C++ and Visual Basic

If you want to apply your developing and programming skills and contribute to a growing hedge fund, send your resume to Dara at Huxley Associates for immediate consideration.

To apply: Please send your resume in Word format to Dara at Quants.USA@huxley.com

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