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A Systematic driven Hedge Fund in New York is looking for an experienced Quantitative Researcher to help create and develop new trading signals for their strategies.
The Quantitative Analyst will Research trading signals as well as develop portfolio construction and Optimization methods to improve performance whilst managing risk. The Quantitative Researcher/ Analyst will need strong programming and analytical skills and any previous background with Derivatives is highly desirable.
Required Experience/ Skills:
Master Degree or PhD in Mathematics, Statistics, Economics, Finance or Computer Science
2-5 years Quantitative Experience
Programming experience in one of the following languages: R, Python, C++, Java, SQL
Strong Communication Skills
If interested in the role, please apply using the link. If you have questions, please reach out to Frazer Spackman at 617-248-9560 for a confidential conversation.
Sthree US is acting as an Employment Agency in relation to this vacancy.