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
