A client of ours is looking for an energetic, outgoing, and driven researcher to join an expanding team within a hedge fund. An ideal candidate excels in a highly-demanding but constantly-changing environment, presenting new and challenging issues each day. They are seeking new ways to extract alpha from a highly complex market using algorithmic trading strategies. Model creation, development, implementation, and maintenance are all duties that fall under this role.
This group presents a very unique opportunity in contrast to the more common quantitative financial positions. My client values great ideas that produce results, and if you are creative and want to take your future into your own hands, there is no limit to how far you can grow with this firm. This is a great opportunity to join early and experience a significant portion of the firm's success in the years to come. The team is comprised of Research Scientists from some of the top ranked national labs and universities in the world, and they pride themselves on using the most advanced technologies, and largest data sets in order to find money making opportunities in the financial markets.
Requirements:
- PhD in Physics, Statistics, Mathematics, Engineering, Comp Sci, or similar
- Strong C++ skills
- Intimate familiarity with STL containers and methods
- Experience using the GNU Toolchain (g++, gdb, gprof, make)
- Experience with a large API with minimal documentation
- Experience with dirty code
- Strong quantitative skills
- Statistics
- Mathematics
- Problem-solving
- Computational skills
- Unix/Linux
- SQL
- Python (Numpy/Scipy/Pandas)
- Great communication abilities
- Must work well in a close-knit, collaborative group.
- Creative, independent, highly motivated
