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Our Client, a NYC Hedge Fund, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures, and foreign exchange.
Researchers are responsible for independently conducting quantitative finance research with a focus on statistical and predictive models. Successful researchers manage all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
Undergrad, MS, or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline Strong analytical and quantitative skills Demonstrated ability to conduct independent research utilizing large data sets Prior experience developing, researching, or implementing quantitative models for equities, futures, and/or FX, either at a firm or independently Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl Detail-oriented Willing to take ownership of his/her work, working both independently and within a small team
Internal Number: 4103450
eFinancialCareers is a career site specializing in financial services.