A highly prestigious and growing hedge fund based in NY and LA is looking for a Quantitative Strategy Developer. The successful candidate will be responsible for researching and developing derivatives-based long-term investment strategies.

Responsibilities:

• Recommend financial engineering approaches to configuring (or reconfiguring) a set of alpha and beta sources of risk and return to meet stated investment objectives; construct probabilistic models of returns, risks and costs
• Enhance existing investment strategies and develop new products that utilize derivatives to enhance outcomes of longer-term investment strategies, including but not limited to: target-date funds for individual investors, liability-driven investment strategies for pension plans and portable alpha strategies.
• Identify and quantify potential business risks associated with new products; collaborate with internal risk management teams to develop structures or strategies to mitigate these risks.
• Excellent mathematical and quantitative modeling skills, numerical methods and statistical analysis;
• Excellent derivatives product knowledge, including exchange-traded and OTC structured products
• Strong Java, Oracle, SQL  programming skills

Right applicant should have a PhD in Mathematics, Physics, Finance, Computer Science or a similar quantitative field. Candidate should have a several years of demonstrated success in the capital markets arena and strong knowledge of derivatives pricing and theory. Outstanding communication presentation and strong problem solving skills are required.

To apply: Please submit resume in WORD format to dinka@martingaleinternational.com

Martingale International Search is an executive search firm established to offer a fresh approach to recruitment. We offer our clients a transparent service, our candidates an individual approach and our consultants a proactive working environment. We are specialized in the recruitment of people with strong mathematical, financial, quantitative and programming skills. Our practice is international and covers all major business areas including Finance, Financial Engineering, Software Engineering, Quantitative Modeling and Risk Management.