Job Offer Finance Systematic Quantitative Researcher-FX-New York selby-jennings-new-york Financial Engineering, Mathematical Finance, Financial IT, Quantitative Finance.

A leading Hedge fund in New York are looking to add a quantitative researcher onto their quantitative trading desk. The group covers Fixed income and FX.
The hire is for a senior role, therefore the successful candidate will have relevant experience in developing strategies in FX.

The role:
Is for a associate/VP level and therefore the successful candidate will have relevant level of experience in systematic research.
Involving generation and implementation of quantitative strategies, along with the development of trading ideas with time series.

The candidate:
The successful candidate will have strong programming skills, including matlab, sql, c++, vba.
A strong academic background in a quantitative field, statistics, applied mathematics, computer science.
Will have experience focusing on high frequency research at associate level minimum.

This role will offer you the opportunity to move into an extremely strong organization that has a proven record of success.
You should expect to be working in a highly commercial organization and therefore should be able to adapt quickly to the fast paced trading floor environment.

This is a successful company and therefore the salary will be competitive.
The level of the hire depends upon your competency in interview.
Interviews are taking place currently therefore all applications must be received as soon as possible.
Utmost confidentiality assured. Please apply directly by mail or visit our Website, www.selbyjennings.com
ALL 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.