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Quant Trader

  • Job type: Permanent
  • Location: New York
  • Salary: PnL
  • Job reference: 331541/001_1560539412
  • Sector: Asset Management, Selby Jennings
  • Date posted: 14/06/2019

Quantitative Trader | Junior research strategist | New York

A tier one hedge fund located in the Greater NYC area is looking to expand its quantitative investment strategies team. The team is small at the moment, but is responsible for a substantial amount of capital ($1B +). As such, they are looking for qualified quantitative researchers to develop and strategize various equity and interest rate trading strategies working directly alongside senior traders and researchers.

Responsibilities will include:

  • Quantitative research on high frequency and medium frequency trading strategies
  • Broad exposure to quantitative and systematic trading strategies and the development process
  • Working alongside a dynamic team that strives towards creating innovate strategies in the interest rate trading space
  • Direct exposure to a massive amount of PnL

The ideal candidate should possess:

  • Masters degree from a top tier university (PhD preferred)
  • 2+ years of experience in quantitative research or trading strategy development
  • Strong programming skills (C++ / Matlab)
  • Strong interpersonal and communication skills

Compensation is very competitive, with a base + bonus structure. Visa sponsorship is available. This is an urgent mandate, so please click the APPLY NOW button directly below and a representative at Selby Jennings will be in touch shortly.

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