Systematic Hedge Fund Looking For a High Frequency Quant Trader/ High- Speed Intraday Strategies

A well-established systematic hedgefund based in NYC  is looking to hire a quantitative trader with an interest in high and (very) high-speed intraday strategies. This role will focus on developing new strategies which focus on high frequency market interaction. The fund utilises vast computational resources to identify, assess and exploit market opportunities, while monitoring risk exposure. The systematic methodology provides strategic insights through mathematical analysis and computational models. The successful candidate will play a critical part designing, back- testing and implementing statistical arbitrage models and your role will also be to work with the other quantitative analysts to come up with new ideas and strategies. To apply, you should have a proven track record for systematic trading, with a high sharpe ratio and a good risk adjusted return. You should have over 5 years of experience focusing on high frequency trading.  You will have a hard science background / e.g. Applied physics, Computational Mathematics/Science  and  OO programming experience in C++. This firm has a reputation for being very  tough to get into and has  a very low turnover rate. They pay better than the competition and bonuses are significant. Please send a Word CV to Joseph Goulden at quants@ekafinance.com  statistical arbitrage, high frequency, VWAP, quant, quantitative trader, quant analyst, intraday, multi threading, systematic trading, high sharpe ratio, Maths, OO, C++ Additional Information Location: NYC Status: Full Time, Employee Career Level: Experienced (Non-Manager) Reference Code: 260508 Job Category: Accounting/Finance/Insurance Salary/Wage: Salary Negotiable Relevant Work Experience: 5+ to 7 Years Education Level: Doctorate Contact: Joseph Goulden eka finance Apply by Email Phone:+442077910468 View all "eka finance" jobs