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Quantitative Trading Strategist

  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$300000 per annum
  • Job reference: 301143/001_1528756925
  • Sector: Selby Jennings, Quantitative Finance
  • Date posted: 11/06/2018

Quantitative Trading Strategist | Front Office Quant | New York

A tier one Asset Management firm located in the Greater NYC area is looking to expand its quantitative 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 derivative strategies directly related to hedging of the funds main book.

Responsibilities will include:

  • Quantitative research on trading strategies including factor modeling, smart beta analysis, and alpha research

  • 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 equity markets

  • 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.

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