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 | Maths Fi annonces de selby-jennings-new-york |  |
Ingénierie financière, finance quantitative, IT finance, maths financières.
| Voir les 98 annonces d'emploi de SELBY-JENNINGS-NEW-YORK
Quantitative Strategist-Prop Trading Firm-New York City
My client a leading proprietary trading firm are looking to add a quantitative strategist to their NYC desk.
This role is highly quantitative and requires the most exceptional candidates who have a desire and capability to work in a fast paced trading floor environment with world leading infrastructure and technical systems.
As such, the successful candidate will be challenged, and expected to leverage their quantitative skills to stay ahead of the market, developing innovative trading strategies.
Responsibilities:
Developing quantitative strategies on a fully automated system
Backtesting and improving existing trading strategies
Portfolio construction and optimization
Data analysis and cleaning
Statistical modeling- experience using Matlab and Ruby or Lua would be an advantage.
Requirements:
An academic background in a quantitative or technical subject
Strong technical languages, specifically c++, java or c#, with experience working with Unix based systems. Experience using Matlab and Ruby or Lua would be an advantage.
Internship or work experience in a similar organization.
Very self motivated, strong analytical and problem solving skills.
This is a rare opportunity to work in such a reputable organization and will offer the chance to build a long term career in a world leading group with a highly competitive salary package.
Interviews are currently taking place, therefore all applications must be received as soon as possible.
Utmost confidentiality assured. Please apply directly by mail or visit our Website, www.selbyjennings.comALL CVs must be submitted in word format.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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