This firm is a $45billion Hedge Fund, established in the 1980´s that invests globally using a broad array of strategies in both public and private markets. They employ approximately 500 staff and are recognized as a pioneer in quantitative Trading, particularly in equities, futures, and options. This firm has formidable expertise in areas that involve fundamental analysis or portfolio manager discretion, such as credit, energy, and macro investing. This firm has a well-established culture of internal collaboration to produce remarkable results.
PREFERRED SKILLS AND ABILITIES
- 0 to 5 years’ experience
- PhD in Physics, Math, EE, CS, Machine Learning or similar at top-tier institutions with outstanding GPA
- Post-doc experience at top-tier institutions on ground-breaking projects, or experience at top-tier research labs
- Strong coding experience in Object Orientated languages (C++, Java, Csharp)
- Experience working with real world and large datasets
- Highly published and award winning author, highly-cited publications in top peer-reviewed journals
- Demonstrable record of commitment and achievement i.e. Awards and hons – Putnam, IMO, National Olympiads
- Quant with experience of driving trading strategy, not just desk support.
- Apply mathematical techniques to develop, analyze, and implement statistical models for computerized financial trading strategies.
- Thoroughly examining data in an effort to increase profitability,
- Decrease risk, and reduce transaction costs
- Conceive new alpha trading ideas and devising the simulations needed to test them.
- Plus, much more
Relocation is available for exceptional candidates.