My client, a Global Hedge-Fund with north of $10 billion in capital under management, is looking to bring on board Quantitative Researcher's in both London and New York.

The Hedge Fund, currently specialising in systematic trading using advanced scientific methods, is looking for a highly numerate and technical candidate to join the research team responsible for developing trading strategies on a cross-asset background.

Ideal candidates will be possessive of an exceptional quantitative academic background, preferably to PhD level from a world-renowned university. Existing financial knowledge and relevant work experience will be highly desired, whilst advanced programming skills, particularly in C++ are a prerequisite. In addition to such mathematical and technical skills, the right candidate must possess a determined and motivated profile, demonstrative of personal achievement.

This is a rare opportunity to enter directly into a top Hedge-fund, the successful candidate will be thus suitably rewarded with a strong base salary and exceptional bonuses.

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.