Top Hedge Fund Looking to Hire a Quantitative Analyst for a Pure Quantitative Research Role

Hedge Fund, statistical arbitrage, quant, quantitative analyst, quantitative finance, finance, strategies, quantitative research, PhD, Maths, Computer Science, Engineering, data mining, statistics, C++, Java, C#, Perl, multi threading, code, IT, programmer. My Client is a Hedge fund that has 2bn USD under management and is growing aggressively. They are well diversified and are looking to strengthen their global statistical arbitrage quant team. The team is responsible for developing strategies and assisting traders across all asset classes. The role will involve initiating and leading efforts on quantitative research projects related to market forecasting factors and modelling trading strategies. The projects will include equity research, statistical arbitrage and market inefficiencies as determined by the applicant’s interests.  You should have a PhD in a quantitative discipline and have significant experience exploiting the usual statistical techniques used within the statistical arbitrage framework. Strong statistics/data-mining or similar background is expected. You should also be a top class programmer with at least two of C, C++, C#, php, Java, Perl, S-PLUS/R or Matlab and the ability to introduce new code into high-frequency multit hreaded and distributed engines .Previous research experience is essential: either academic or industrial ( 2-5 years).  The applicant must possess excellent research skills with a demonstrated track record. Please send a Word CV to Tina Kaul at quants@ekafinance.com Additional Information Location: US-NY-NYC Status: Full Time, Employee Career Level: Experienced (Non-Manager) Reference Code: Q250308 Job Category: Accounting/Finance Salary/Wage: Negotiable depending upon Experience Relevant Work Experience: 2+ to 5 Years Education Level: Doctorate Contact: Tina Kaul eka finance Apply by Email Phone:+442077910468 View all "eka finance" jobs