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Junior PhD Hedge Fund Quant Analysts/ Researchers-High Frequency Statistical Arbitrage
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Country: USA
Location: New York-New York City NYC
Total applied: 40
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Junior PhD Hedge Fund Quant Analysts/ Researchers-High Frequency Statistical Arbitrage
A high calibre,very well established and growing International hedge fund are looking for a Junior Quantitative Analysts/Researchers to work with the Senior Systematic Traders/Portfolio Managers in the Equity Trading Group. A track record of extraordinary academic achievements is a must for these selectpositions and any post-graduate research experience is highly appreciated.To apply for this position you must have an advanced degree in a technical field from a top-tier school/program: statistics, econometrics, signal processing, operations research, finance are of specific interest to the group. You MUST have exceptional C++ development skills as well as knowledge of Matlab, C# or SQL. Knowledge of basic options pricing theory (i.e. quantitative models for pricing and hedging derivatives) will be a plus. You will join a team of leading researchers to develop and enhance an automated trading system for high frequency statistical arbitrage. Please send a Word CV to Sara Hunter at quants@ekafinance.com quant, entry level quant, quantitative analyst, quant finance, high frequency, statistical arbitrage, PhD, C++, Matlab, C# Additional Information Location: NYC Status: Full Time, Employee Career Level: Entry Level Reference Code: Q230608 Job Category: Accounting/Finance/Insurance Salary/Wage: $100,000 Relevant Work Experience: Less than 1 Year Education Level: Doctorate Contact: Sara Hunter eka finance Apply by Email Phone:+442077910468 View all "eka finance" jobs
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