| Employer: | US Based Quantitative Prop Fund |
| Recruiter: | CFA |
| Location: | New York, NY, United States |
| Posted: | December 10, 2008 Expires: January 30, 2009 |
| Job Title: | Computer Scientist: Data Intensive, Statistical Arbitrage |
| Description: |
Top Proprietary Fund is seeking computer scientists or applied mathematicians to join their new high frequency systematic equties platform. Candidates can come from other quantitiative hedge funds or industries such as search (Google, Yahoo..), telecom (AT&T, Sprint), computing labs (LLNL, NOAA), or biotechnology (Genentech...). Candidates should have experience manipulating large data sets and using machine learning or other techniques to find patterns in real time. Strong programming skills in Java or C++ required and understanding of functional programming languages would be expected. Candidates can come from a variety of academic backgrounds, with the minimum being a B.S. in Computer Science from a top school. Pay is top of the industry with very high bonus pay outs as the candidates begin developing and trading their own strategies. While this is a financial firm, the environment as well as your colleagues would be more similar to a software company. Great opportunity for a professional from another industry to make the move to a lucrative career in quantitative finance. To apply: Contact t.krupp@carringtonfox.com |
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When you apply, please mention that you saw this job on
jobs.phds.org
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| Recruiter: |
Front-Office executive search firm specializing in hedgefunds, quantitative trading, and investment banks. |
| Job Type: | Employee |
| Sector: | Quantitative finance |
| Hours: | Full time |
| Categories: | Quant Jobs for PhDs, Hedge Fund Jobs for PhDs, Computer Science Jobs for PhDs, Statistics Jobs for PhDs |
