My Client, a profitable Investment Bank in New York City is looking for a high frequency Quant trader to contribute your own Quant Trading strategy and market experience so the team can continue to drive revenue.

You will join a stat arb team of about 15 people all involved in Quant Trading mainly in the equity / equity derivatives space but looking to build out their high frequency environment. You will apply your technical skills C++ / .net / Matlab and be responsible for Quant research, back-testing, implementing and execution, ultimately able to build out your own book.

Requirements:

Ph.D. from top school in applied math, physics, engineering, computer science

3+ years Quant Trading experience

Strong technical skills C++, .NET, Matlab

Impressive market knowledge and experience working in High Frequency environment

If you are looking to build your own book within a well established stat arb group, send your resume to Dara at Huxley for immediate consideration.

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

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