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                <title>Latest jobs: Entry/Junior Statistical Arbitrage Quant Jobs in United States | QuantFinanceJobs.com</title>  
                <link>http://www.quantfinancejobs.com/jobs/</link>  
                <description>Latest jobs: Entry/Junior Statistical Arbitrage Quant Jobs in United States ()</description>  
      
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14095</guid>
            <title>Junior Quant Trader/Researcher - Prop Fund - Paris, France, Amsterdam, Netherlands, Zurich, Switzerland, London, United Kingdom, New York, United States, Pfaffikon, Switzerland</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14095</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 08 May 2013 09:45:19 GMT</pubDate>  
            <description><![CDATA[The successful candidate will sit on the trading floor alongside the traders. ( At The Company, there aren't formal hierarchies or job titles, and everyone works for the growth of the firm, rather than their individual business group, all employees work in collaborative teams and interact with many areas of the firm and its business); you will be helping them form trading strategies to contribute to our high frequency/systematic trading efforts. (Unlike a traditional hedge fund, The Company’s focus is on trading, not investing. We don't raise money from outside investors, and we don't have clients or customers).



The successful candidate will have the following skills:



·         Excellent quantitatively, with a strong understanding of probability and statistics

·         An effective communicator in a close-knit team setting

·         Motivated, competitive and eager to learn and teach

·         Able to solve new problems quickly in the hectic environment of a busy desk or exchange floor

·         Excited to engage in impromptu and exploratory debate on trading strategy and risk

·         Strong mathematical and analytic skills. There's no specific checklist, but we draw on ideas from everywhere we can, so we value interest and experience in a range of scientific and technical fields.

·         The ability and desire to write good code. You will at times be required to use your programming skills to build trading tools.

·         Some research experience. This doesn't mean a Ph.D. is a job requirement, but you should have developed good taste in research topics and the ability to do productive work.

·         Previous experience or course work in finance, business, or economics is not required. We're more interested in how you think and learn than what you know…

You will be actively working on trades every day, so you will always be occupied; whether it be programming and building tools to aid our traders and platforms, or simply help with building trading strategies. We don’t have captive customers, so we have to win by being better than the competition every day.

And we’re still small enough that there are countless unexplored opportunities; we’ve always been in the position of having more trading ideas to pursue than people to execute them. The majority of hedge funds are growing by having more capital under management, we on the other hand believe that hiring and training exceptional people, will help us to grow even further.

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on 0203 402 6902 or email abooker@westbourne-partners.com.

Westbourne Partners have a number of similar jobs within a number of financial companies, please send in a resume and we can get in contact with any suitable position.]]></description>  
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14080</guid>
            <title>Quantitative Research Analyst - Radnor, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14080</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Thu, 02 May 2013 19:30:24 GMT</pubDate>  
            <description><![CDATA[Stevens Capital Management L.P. ("SCM") is responsible for the overall portfolio management and trading of a $3+ billion multi-strategy hedge fund with a 21+ year track record of generating outstanding returns for its shareholders.  SCM pursues a wide variety of investing and trading opportunities in virtually all of the world’s liquid financial markets.  Located in suburban Philadelphia and employing more than 60 professionals, we seek talented and motivated individuals for the following position:
 

Primary Responsibilities:
*	Responsible for independently conducting quantitative research with a focus on statistical and predictive models.
*	Handle all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, performance monitoring and backtesting.
*	Analyzing and improving statistical trading models that are written in C++/Unix.


Requirements of the Candidate include:
*	Graduate level degree in a relevant scientific field.  
*	Advanced C++/Unix programming skills.
*	Strong working knowledge of regression, time series and other statistical techniques.
*	Strong quantitative, analytical and problem solving skills.
*	Knowledge of financial markets and products is an asset.
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            <guid>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14056</guid>
            <title>PhD Entry Level Quant Scientists/ Texas/ $100K + Benefits - Houston, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14056</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Tue, 23 Apr 2013 17:05:29 GMT</pubDate>  
            <description><![CDATA[Leading fund based in Texas are looking to hire a PhD Quant Research Scientist.

Responsibility:-
Your role will be to participate in the maintenance and enhancement of fully automated market microstructure models and trading algorithms.
Requirements:-
PhD in a Computational Science ((computational physics, computational chemistry, or computational biology) or in a combination of electrical engineering and computer science (dual/hybrid degree) are required from a leading University. A GPA of close to 4.0 (or if the scale goes to 5, then close to that) is also required.

Most universities that are ranked in STEM degrees are of interest

Very strong evidence of heavy duty programming is required—working on a few algorithmic models is not enough


Professional programming experience in C/C++ and scripting.

Experience running large scientific codes and managing computationally intensive results.

Excellent written communication skills and demonstrated ability to document research results.

Experience in processing and interpretation of large-scale simulations or experimental datasets
Internship experience will be highly sought after.

Apply:-

Please send a Word CV to Sara Hunter at quants@ekafinance.com

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