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Junior PhD Quant Analyst Positions at Premier Quantitative US Hedge Fund
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Country: USA
Location: New York-New York City NYC
Total applied: 40
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Junior PhD Quant Analyst Positions at Premier Quantitative US Hedge Fund
A highly respected Quantitative Statistical Arbitrage desk at a premier US Hedge Fund is looking to hire several Junior Quantitative Analysts to join their team. You will be joining the quantitative trading business and working on researching and developing the trading strategies for the fund.. You will be involved in a range of analytical and technical projects. Responsibilities of the role will also include working on the trading floor next to the traders and Portfolio Managers using quantitative techniques to provide market forecasts and trade recommendations which you can then market to internal and external clients. Requirements:-You must have had exposure to intraday historical data in your researchA PhD in a quantitative subject from a top institution- GPA –above 3.8Experience through internships in Quantitative AnalysisExperience of working with large datasets to generate trading ideasStrong C++ programming skills. Please send a Word CV to Sara Hunter at quants@ekafinance.com Statistical Arbitrage, quant, quant trader, finance, quantitative, quant analyst, high frequency, C++, Java, C#, Matlab, machine learning, time series, pattern recognition, data mining, PhD, operations research, Maths, equity, equities, quant strategies, historical data, intraday. Additional Information Location: NYC Status: Full Time, Employee Career Level: Entry Level Reference Code: 220508 Job Category: Accounting/Finance/Insurance Salary/Wage: $100K 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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