Close knit investment management firm seeks a junior quantitative analyst/reseacher for its research and trading. The derivatives focused trading team uses a variety of quantitative methods and techniques for its cross-asset investments.
Desired candidate should be available to start at the position within 3 months.
Must have requirements:
- PhD in statistics, math, comp science or related
- Strong modeling, algorithm design skills, Monte Carlo, stohastics, etc.
- Very strong programming skills, with 2 out of the following: Python, C++, C#, Java, 'C'
- Ability to work on at a minimum hybrid schedule
- Strong communication skills
- Sincere desire to immerse in investment/trading research
- financial engineering education
- understanding of some financial concepts, ideally derivatives, portfolio theory, risk