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My client is considered to be a world leading computer driven, systematic firm. They operate across various liquid asset classes, employing strategies which take advantage of market anomalies discovered by rigorous research working with a wide range of data sets.
My client is searching for creative and innovative portfolio managers in any asset class. All candidates must have outstanding academic and professional track records, having previously worked with systematic, statistically driven, scalable strategies.
Candidates must have experience and ability to conduct all aspects of the research process, from methodology through to performance monitoring.
MS or PhD in a quantitative field, such as mathematics, finance, physics or engineering.
Strong track record (minimum 4 years) of quantitative research and implementation of live quant strategies.
Programming proficiency with at least one major programming or scripting language (e.g. C++, Java, Python).
Previous experience working within a high end financial institution with a focus on quantitative trading or research.