Quantitative Researcher Developer

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POST DATE 9/8/2016
END DATE 10/8/2016

Confidential Company New York, NY

Company
Confidential Company
Job Classification
Full Time
Company Ref #
29680089
AJE Ref #
576121494
Location
New York, NY
Experience
Mid-Career (2 - 15 years)
Job Type
Regular
Education
Masters Degree

JOB DESCRIPTION

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In this role, the selected candidate will participate in full life-cycle from hypothesis, formulation, research, prototyping, through production release. You must have a PHD or MS in SCIENCE, MATH, ENGINEERING, OPERATIONS RESEARCH, QUANTITIVE FINANCEAbility to code in C is a must.You must have numerical programming experience in:PythonMatlab orR4 years of financial industry experience with EquitiesOther Asset classes a plus.You must have knowledge in:Market MicrostructureHigh Frequency TradingBuilding Risk and Valuation ModelsEquity Quants will participate in full life-cycle from hypothesis, formulation, research, prototyping, through production release.Our major financial services client has a quantitative team which covers all aspects of Equity {FX and Future business - Investment Ideas Generation to Trading Strategies}.You must be knowledgeable in:Profiling toolsAlphaRisk ModelingRelative ValuationsOptimizationYou will create innovative frameworks and state of the art quantitative models for a variety of clients.The job functions including:TradersPortfolio ManagersAnalystsResearch SalesInvestment BankersInvestor RelationsSalary commensurate with experience.Company paid relocation.