Displaying 15 jobs
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09 May 2008 17:51
New York City - 150K + bonus
Financial trading firm in New York is looking to hire quantitative equity traders. Candidates should have excellent knowledge of Equity Markets with prior experience in equities prop trading, statistical arbitrage, microstructure research and/or implementation of high-frequency algorithmic trading models.
2 - 10 years of experience. A BS, MS or PhD in Mathematics, Computer Science, Physics or other quantitative field is required. Good mathematical, statistical... more
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07 May 2008 15:43
Atlanta - Competitive based on experience and qualifications
Hyde Park Global Investments, a hedge fund based in Atlanta, is currently looking for a highly motivated individual to join our dynamic and energetic quantitative team to assist with the development of new statistical arbitrage models. This person will also need to implement, validate and document improvements to the fund’s proprietary mathematical algorithms as needed.
The successful candidate should have excellent quantitative and data analysis skills, along ... more
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03 May 2008 00:50
CT - highly competitive/commensurate
Leading Multi-strategy Hedge fund in CT is seeking a Quant Programmer for the Equity Statistical Arbitrage desk. As a member of the team, the position entails development and support of the software infrastructure and the daily operations of a proprietary equity trading strategy. The set of responsibilities may broaden to include trading. Qualified candidates will have strong proficiency in C++, C, SQL, TCP/IP sockets, threads, and network programming, have exper... more
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29 Apr 2008 09:39
London - £50000-900000
My client is a hedge fund within a tier 1-investment bank, with a position in London. The fund trades on European and US equity markets. It employees diversified strategies including a range of frequencies, intra-daily (in tick-by-tick data series), daily and weekly.
The business is in a state of growth and is looking to hire a quantitative developer (C++) for a role that will involve implementing trading models that have been developed by the strategy team.... more
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28 Apr 2008 02:26
NYC - 100K-150K +bonus
Prestigious financial firm is seeking a senior quantitative developer to support arbitrage strategies across asset classes including equities, commodities and fixed income securities.
Candidate must have a top school MS/Ph.D in either Mathematics and/or statistics, computer science, physics or other technical discipline. Candidate must have several years experience supporting systematic trading, high-frequency or statistical arbitrage.
Candidate must be we... more
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10 Apr 2008 09:52
LONDON or NEW YORK - Excellent Basic - Bonus % of PnL
DIRECTOR – Electronic Trading - Equities – LONDON:
One of the top Investment Banks are currently looking for a Director level candidate to play a lead role in developing the electronic trading strategy across the Equities floor, although this is a hands on role.
You should have a track record of implementing stat arb strategies (long short) either in a large hedge fund or ideally in the investment-banking sector be an expert in one of the following areas: ... more
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02 Apr 2008 18:16
NYC - $ Outstanding compensation package
Responsibilities will include all aspects of Research, Development and Trading of systematic arbitrage strategies including execution, back testing and systems implementation.
Requirements include candidates to have a successful track record developing, maintaining and/or trading an equity long/short book using a quantitative system e.g. Pairs, Baskets, Statistical Arbitrage, Index Arbitrage, Momentum, Multi-Factor and/or other mean reverting strategies. S/he mu... more
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25 Mar 2008 19:13
New York - $250k-$400k
Large Hedge Fund seeks a Senior Software Developer to support a statistical arbitrage-trading desk. Ideal candidate will possess a minimum of 3-5 years of professional experiences in large-scale financial software development. This individual will develop and enhance the technology infrastructure. Position requires advanced knowledge in one or more major programming languages (C/C++ or Java), as well as in databases and UNIX. Must have large-scale systems develo... more
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19 Mar 2008 16:09
London -
Major Hedge Fund seeks a statistical arbitrage quantitative trader. You will join a team of experienced traders and quantitative analysts who are responsible for linear risks, high turnover activities, baskets, and correlation models. They are looking for a high calibre person with strong ideas of how to approach high frequency trading in a single instrument, or multi instrument, environment. They have a statistical approach and trade several thousand transactio... more
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19 Mar 2008 16:07
London -
Our client, a global hedge fund of considerable repute, seeks a senior equities Developer/ Architect to work on their equities and statistical arbitrage trading and execution platform. Successful candidates will have experience designing a global system that encompasses multiple asset class trading and provides streaming transaction data to consumers company-wide. They should have expertise in Java (J2SE), high-throughput order management systems, electronic exc... more
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19 Mar 2008 16:06
London -
Mid level Quantitative Analyst required to join the front office Statistical Arbitrage desk of global investment bank. At present candidates with anywhere between 1-2 years professional experience are being considered for the role providing they have the following attributes:
. PhD (ideal) in finance or Masters (minimum) in finance or a similar field of study
. Schooling from one of the top universities
. Extensive experience with dealing with large datasets
... more
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19 Mar 2008 16:05
London -
Ms/PhD candidate required to join the busy floor of leading London Asset Management Company.
Applicants must have the specified level of academics within a mathematical/technical area and will also need excellent financial knowledge with the ability to think quantitatively.
You will work directly with the Portfolio manager on the Statistical Arbitrage desk and your duties will include expansion of quantitative tools as well as improving the existing tools as ... more
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19 Mar 2008 16:04
London -
London Hedge Fund
Statistical Arbitrage Quant with an excellent track record in the industry required to join a High Frequency Equity Derivatives desk. To be considered for the position you must already hold at least 2+ year’s industry experience – this should have been acquired from a top Hedge Fund/Asset Management firm in a front office position.
You will be a significant figure in the group interacting with other front office teams as well as over seeing ... more
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14 Mar 2008 17:06
New York - $250k-$400k
Large Hedge Fund seeks a Senior Software Developer to support a statistical arbitrage-trading desk. Ideal candidate will possess a minimum of 3-5 years of professional experiences in large-scale financial software development. This individual will develop and enhance the technology infrastructure. Position requires advanced knowledge in one or more major programming languages (C/C++ or Java), as well as in databases and UNIX. Must have large-scale systems develo... more
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14 Mar 2008 16:53
New York - $Open
Global Investment Bank is seeking a Quantitative Developer to support the electronic platform for a commodities trading desk. Candidate MUST possess an exceptionally strong quant trading/stat arb background, an excellent Computer Science background (Master's degree in CS preferred), a minimum of five years of industrial experience, and strong problem solving skills. Must have strong design skills and have proficiency in OOD/A/P. Strong C++ and/or Java (C++ ... more
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