Hedge Fund Quantitative Strategist

A US based Hedge Fund with over $4 billion under management wants to add a quantitative strategist or researcher to its quant research and strategy team. 1-3 years experience within equities at a top tier bank or hedge fund is necessary. This team is responsible for researching, developing and back testing quantitative models based on a combination of fundamentals and technical signals. They work in both the high and low frequency spectrum and have a world class team of developers managing leading edge technology to assist the high frequency trading. Your role within the team will be to enhance existing strategies and propose and develop new strategies. Your team will liase closely with the traders to generate ideas and will be expected to structure and back test the strategies before making formal presentations to the senior traders.  Ideal candidates will have significant experience working within equities, preferably as a quant strategist or as a researcher, though the Hedge Fund will also consider exceptional graduates from leading academic institutions. You will have a strong grounding in statistics ideally through a PhD or MSc, ideally in econometrics or a quantitative discipline. Experience in statistical packages such as S-Plus or R is essential.  This is a wonderful opportunity for a driven and ambitious candidate wanting to join a leading hedge fund with rapidly growing assets under management. The hedge fund is prepared to offer an excellent remuneration package. Please send a Word CV to Tina Kaul at quants@ekafinance.com or call Tina on + 44 207 791 0468. Additional Information Location: NYC Status: Full Time, Employee Career Level: Experienced (Non-Manager) Reference Code: HFQS2901 Job Category: Accounting/Finance/Insurance Salary/Wage: 250,000.00 - 400,000.00 USD /year+ additional benefits 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