My client a recent Hedge Fund set-up seeded by a major Investment Bank and backed extensively with the best infrastructure and academic research, is on the look out for exceoptionally talented technical PhD graduates. 

As a Quant Analyst, you will be primarily responsible for developing algorithms which track or predict price changes across financial markets.

The firm is also committed to providing their employess with the opportunity to pursue innovative research and development methods.

An outstanding background in time series analysis, statistics, economics, digital signal processing, reinforced learning algorithms, portfolio theory, statistics or applied mathematics will be an important feature of your CV. Whilst experience in, or knowledge of finance theory would be highly useful, it is not essential.

Programming will be an integral part of your job and you should have experience of at least one and preferably two of C, C++, C#, php, Java, Perl, S-PLUS/R or Matlab.

To apply: Please send your CV to c.hallinan@njfsearch.com or call Chris on 0207 604 4444

NJF Search International is a boutique Executive Search Recruitment Consultancy that specialises in making placements in Quantitative Finance across the Globe.