Leading Investment Bank are looking to add a quant researcher to their New York statistical arbitrage desk.
Your role as a quant analyst on the team will involve research that will focus on long term (daily) and intraday trading books (horizon: 1 minute to several hours).
You will join a small dynamic team of researchers and be involved in all stages from generating research ideas to final implementation in a trading book and live monitoring of performance and risk management.
- 1-3 years futures (equity, fixed income, commodities, fx) research experience from a quantitative Macro hedge fund or an Investment Bank. Ideally, they are looking for junior PMs/researchers from well established hedge funds or big CTAS / Banks.
- Masters/PhDs in quantitative disciplines preferred but they would also consider a quantitative undergraduate degree with relevant work experience and solid programming skills.
- Familiarity with Matlab ideal, although other high-level programming languages are acceptable as well.
- Ideally , you will be able to work in the USA.
Apply- Please send a PDF CV to Tina Kaul at firstname.lastname@example.org