| Employer: | Mark Lewis, Inc. |
| Location: | New York, NY, United States |
| Posted: | July 24, 2008 Expires: October 22, 2008 |
| Job Title: | Quantitative Programmer |
| Description: |
We recruit for hedge funds and are actively seeking individuals with strong programming skills. The client in question is a $1 billion hedge fund in NYC with 40 people on staff. The firms develops "black box," high-frequency, low-latency automated trading systems. The ideal candidate will have the following attributes: 1. Strong quantitative background 2. Strong C++ or Java programming skills 3. Passion for finance We have connected with some highly qualified candidates on this site and we encourage you to apply. If you are unsure what hedge funds are and would like to learn more, please take a look at http://en.wikipedia.org/wiki/Hedge_fund. To apply: Please send resumes to sameer@marklewisinc.com. |
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When you apply, please mention that you saw this job on
jobs.phds.org
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| Employer: |
Mark Lewis, Inc. is a recruiting firm with a focus on placing individuals with quantitative and technology backgrounds at hedge funds and proprietary trading firms. |
| Job Type: | Employee |
| Sector: | Quantitative finance |
| Website: | http://www.marklewisinc.com |
| Salary: | $80000 - $200000/year |
| Hours: | Full time |
