Stat Arb Quantitative Researcher - Global Hedge Fund
Posted on Jan 31, 2019 by Paragon Executive
This is a chance to join one of the world's top hedge funds and dramatically increase your earning potential. Our client has one of the best performance and award structures globally, including strong sign on and guaranted bonuses and is also well regarded for its strong training and collabarative team based culture.
3+ years of relevant experience. Ideally gained from working for a leading Hedge Fund or Global Quantitative Alternative Asset Manager or Propietary Trading Firm as a Trader/ Researcher.
MS / PhD in Science, Math, Engineering, Statistics or similar.
Proficiency with C++/Python/R/Java programming (Essential)
For a discrete conversation about the role please reach out to our Executive Search Consultant Jackie Banner
Due to the high volume of applications, we will only be able to respond to candidates who have had previous experience and a successful track record.
Our client a leading Global Systematic Hedge Fund is now seeking to hire dynamic Quantitative Researchers for their New York, Chicago and London offices. We would like to talk with candidates who have successful quantitative stat arb strategies