Senior Quantitative Researcher/Risk ModelsMartingale International – New York, NY
My client, a world-class quantitative based hedge fund, headquartered in NYC is looking for a Quantitative Researcher to join their Innovative, Intellectual and scientifically driven team of Scientists. This position will enable the ideal candidate to thrive in a stimulating environment. The right applicant will work on a team of researchers, developing and maintaining mathematical and statistical models to act as an expert in this newly formed risk data analysis area. Ideal candidate must be thoroughly versed in portfolio analysis/risk measurement, total risk/risk metrics, numerical optimization, Bayesian techniques, and Monte Carlo simulation.
The successful individual will be responsible for:
- Developing and researching of quantitative trading strategies
- Collect large datasets and development a variety of alpha strategies, based on analyzing market trends
- Development and optimize algorithmic high frequency trading strategies
- PhD/MS degree in Statistics, Finance, Applied Mathematics, Computer Science, Econometrics, Data Science, Engineering or hard core science from a Top University
- Senior quant must possess at least 5 of experience at financial industry and risk management.
- Strong background in probability/statistics/linear algebra
- Understanding of time-series analysis, statistical modeling, Monte Carlo methods, Bayesian techniques, numerical optimization
- Some knowledge of machine learning techniques is a big plus
- Intermediate programming skills C/C++, or Java
- Developing a new factor models and perform an independent research to improve the investment management process
- Experience working on in-depth research projects
- Strong analytical and organizational skills
- Previous financial background is not a requirement, but must have a strong interest in financial sector
- Good empirical research mindset with a focus on achieving practical results
The desirable candidate should posses the following characteristics:
- A bright forward-thinking individual who is passionate about innovating and developing trading strategies of untapped market trends.
- A person who wishes to thrive in an intellectual and academic environment where innovative ideas are fostered and encouraged.
- Possesses the ability to demonstrate first-class research.
Applicant must be self-motivated and have effective communication and presentation skills. If you feel you are the right candidate and motivated to work in an enthusiastic environment, please submit your resume in word format at: firstname.lastname@example.org