| Employer: | Investment Group |
| Recruiter: | Huxley Associates |
| Location: | Toronto, ON, Canada |
| Posted: | October 23, 2008 Expires: January 21, 2009 |
| Job Title: | Senior Pricing Quant front office with C++ to join Investment Management Group in Toronto |
| Description: |
quant, quantitiative, model, C++, PhD, senior, pricing, toronto, research, My Client in Toronto is hiring for an experienced quant modeler to head up the Research and Development team in order to aid in expansion. This newly established group has the infrastructure in place to expand team and execute risk for its mainly hedge fund clients. You will work on quantitative modeling of the products where strong derivatives knowledge and excellent C++ skills are important. Requirements: - 3+ years quantitative modeling experience - Experience in high performance computing - Masters or Ph.D. in statistics, computer science, engineering, operations research, applied math, physics - C++ programming skills This is an opportunity to apply your math and technical skills in a team with a good deal of money behind their model development. 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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When you apply, please mention that you saw this job on
jobs.phds.org
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| Recruiter: |
Huxley Associates Global Markets. Matching elite finance professionals with niche roles in an international marketplace. Our incisive market intelligence and worldwide presence enable us to provide our clients and candidates with a quality service that is second to none. |
| Ref Code: | drlb12057182 |
| Job Type: | Employee |
| Sector: | Quantitative finance |
| Website: | http://www.huxley.com |
| Salary: | 150000-250000 + bonus +benefits (USD) |
| Hours: | Full time |
| Categories: | Quant Jobs for PhDs, Derivatives Jobs for PhDs, Hedge Fund Jobs for PhDs, Mathematics Jobs for PhDs, Physics Jobs for PhDs, Computer Science Jobs for PhDs, Statistics Jobs for PhDs |
