World Class PhD Modellers- New Jersey- Hedge Fund

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New Jersey, Selby Jennings
World Class PhD Modellers- New Jersey- Hedge Fund
A US based hedge fund with a three year track record of consistent high returns and exceptional staff retention is expanding their research group. As such a position exists for a PhD from a leading school based in the New York area to join a quantitative portfolio management team and gain exposure to:

    • Alpha Modleling
    • Statistical signal research
    • Portfolio Risk analytics
    • Data manipulation
    • Strategy Optimization

The group manages fully automated algorithmic strategies and as such a highly technical background is required, candidates without a PhD in a quantitative discipline will not be considered.
Requirements:

    • Strong desire to work in a hedge fund with interest in investment management
    • Advanced programming experience
    • Ability to write production quality code
    • Team player attitude and desire to work in a team environment

Please apply directly to apply.a33hoj85ds@selbyjennings.aptrack.co.uk with a word format resume

February 13, 2014 12:00 am

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