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A client of ours is looking for an energetic, outgoing, and driven researcher to join an expanding team within a hedge fund located in New York City. An ideal candidate excels in a highly-demanding but constantly-changing environment, presenting new and challenging issues each day. We 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.
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