Quant Strategist, C++, Investment Bank, Tokyo, Equity, quantitative, statistics, applied math

My Client, a profitable Investment Bank in New York City is hiring a Quant strategist with C++ programming skills to build out the Equity team in Tokyo, Japan.

You will be responsible for analyzing PnL, risk, factor models and pricing of derivatives. This is an exposed new role in Tokyo within a well established fund where you will work directly with the traders. You will apply your strong math skills and finance knowledge and see how you can impact the money being made on the team.

Requirements:

- 2+ yrs in finance industry working in equity space

- strong C++ programming skills

- Ph.D. from top school in statistics, applied math,

- Willingness to move to Tokyo, Japan

- Effective communication skills

If you are looking for a challenging opportunity to take on a new position in an exciting region, send your resume in Word format to Dara at Huxley.

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

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