| Employer: | NJF Search |
| Location: | New York, NY, United States |
| Posted: | July 02, 2008 Expires: October 02, 2008 |
| Job Title: | High-Frequency Trading Strategist |
| Description: |
My client an award winning Hedge Fund built around a team of top researchers are actively seeking top class mathematicians to work with them in the quantitative finance arena. The successful candidate will ideally have a first class degree along with practical science or engineering problem solving skills, together with a PhD in mathematics/mathematical science, and with excellent analytical and programming abilities. The role involves statistical analysis of portfolio risk and returns, involvement in the management process and monitoring/analysing transactions on an ongoing basis. Additional desirable skills would include; research with mathematical modeling, data analysis and/or statistics. Solid programming experience in C/C++, Matlab, etc. Strong methodical problem solving and numerical reasoning skills are a must. The client is offering a stimulating work environment with long-term career opportunities. To apply: Please email your CV/Resumé to Hugo Preece |
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When you apply, please mention that you saw this job on
jobs.phds.org
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| Ref Code: | HPQUANT1US |
| Job Type: | Employee |
| Sector: | Quantitative finance |
| Website: | http://www.njfsearch.com |
| Salary: | Attractive salary, and discetionary bonus |
| Hours: | Full time |