Top quantitative hedge fund seeking to hire a junior position within the systematic black box trading group covering the commodity, FX, or futures space. Strong quantitative education and systematic experience required.

Join the systematic black-box trading group as a junior quantitative research analyst playing a key role in working with data, creating strategies, researching strategies, and implementing strategies within the system to back test. The group covers multiple asset classes and this role is to focus on the futures, commodities, and FX spaces.

You are required to have:

• Experience with systematic black box trading systems/environment with an intra-day (non ultra high frequency) design
• Experience with futures, commodities, and/or FX quantitative strategies
• Experience with intra-day financial data
• Quantitative skills and education (PhD or MS) in statistics, finance, economics, or electrical engineering
• C++ experience with model building and working with version control systems (such as ClearCase)

To apply:

Apply/Contact

To apply for this position, please submit your resume directly to Alexander Kreymer by submitting through the online portal or emailing it to quants.usa(at)huxley.com with reference code "AEKE9352". Please specify your availability to interview when submitting your resume.

Alexander Kreymer / Huxley Associates / quants.usa(at)huxley.com / (212) 707-8332