Quantitative Trader | Junior research strategist | New York
A tier one hedge fund located in the Greater NYC area is looking to expand its quantitative investment strategies team. The team is small at the moment, but is responsible for a substantial amount of capital ($1B +). As such, they are looking for qualified quantitative researchers to develop and strategize various equity and interest rate trading strategies working directly alongside senior traders and researchers.
Responsibilities will include:
- Quantitative research on high frequency and medium frequency trading strategies
- Broad exposure to quantitative and systematic trading strategies and the development process
- Working alongside a dynamic team that strives towards creating innovate strategies in the interest rate trading space
- Direct exposure to a massive amount of PnL
The ideal candidate should possess:
- Masters degree from a top tier university (PhD preferred)
- 2+ years of experience in quantitative research or trading strategy development
- Strong programming skills (C++ / Matlab)
- Strong interpersonal and communication skills
Compensation is very competitive, with a base + bonus structure. Visa sponsorship is available. This is an urgent mandate, so please click the APPLY NOW button directly below and a representative at Selby Jennings will be in touch shortly.