This systematic, New York based team are looking to hire an exceptional quant researcher/strategist with skills in market microstructure and order book analysis to help provide market knowledge as well as technical and analytical fire power to the team. This is a very exciting opportunity for a researcher/strategist to work within one of the worlds most recognized hedge funds in the financial industry.
Responsibilities: Conducting research and statistical analysis in the evaluation of securities to enhance systematic strategies, as well as working with large data sets to predict and test statistical market patterns and identify new research ideas leading to improvements in the strategies.
3-4 years in the securities industry with minimum of two years of experience in equities algorithmic/electronic trading
C++ and server side experience for trading systems
Quantitative skills to meet business demands (can't be a pure programmer).
Good communication skills are a necessity – strong candidates must be able to communicate with trading and IT teams.
Minimum of a bachelor's degree in a quantitative field e.g. mathematics, applied mathematics, computer science, physics etc.
If you think you fit the profile and are interested in finding out more, please send your resume and covering letter in confidence to Gus Willmoth at email@example.com