Location: New York or London Salary: 200-700k TC A leading systematic hedge fund investing across a variety of financial markets, my client is seeking a talented Quant Developer to work in the Model Implementation team, based in
Salary: $250k base, TC $350k Experience: 5-8 years Job Description: Fantastic opportunity for a modern C++ engineer to join a core quant group of researchers and developers at one of the worlds most prestigious hedge funds. This
Location: New York or London Salary: 200-700k TC A leading systematic hedge fund investing across a variety of financial markets, my client is seeking a quantitative alpha researcher to work in the machine learning systematic trading
Location: New York or London Salary: 200-700k TC A leading systematic hedge fund investing across a variety of financial markets, my client is seeking a creative problem-solver to be the next Quant Researcher in their low latency
Location: New York or London Salary: 200-700k TC A leading systematic hedge fund investing across a variety of financial markets, my client is seeking talented C/C++ Quant Developers with exceptional communication skills to join their growing team
Title: VP/Director - Equity Derivatives Quant Salary: $300,000 + Total Compensation A top tier investment bank is looking bring on an VP/Director - Equity Derivatives Quant. A great opportunity to join a collaborative and growing team that enables
Company Federal Reserve Bank of Minneapolis The Federal Reserve Bank of Minneapolis has an exciting opportunity for individuals with data science experience. The successful candidate will become a part of the Production Function within the National
Location Brookfield Place New York - 250 Vesey Street, 15th Floor Business - Reinsurance Brookfield’s publicly traded Reinsurance business, Brookfield Reinsurance Partners Ltd., is a newly formed division of Brookfield focused on providing capital-based solutions to
Role :- Research and develop short-term systematic models with holding periods from a few days up to 2 weeks that trade futures and FX markets Research and develop portfolio construction and optimization methods for short-term trading
Role :- Use techniques from machine learning, optimization, and control theory to plan and execute the vehicle trajectory Formulate and run simulations that account for all plausible real-world scenarios across various operating domains. You will be
Requirements:- Highly qualified MS and PhD graduates from programs in Math, Physics, Statistics, Computer Science, Electrical Engineering, and similar quantitative subjects. Programming experience is required, with the following skills preferred: Unix, C/C++/STL, Python, bash and awk.
Requirements:- Programming proficiency in C++, R or Python Strong machine learning and statistical analysis skills Demonstrated research skills in a mathematical discipline A graduate degree in Operations Research, Financial Engineering, Physics, Mathematics, Statistics or Computer Science.
Role:- Your main role will be to manage and oversee the team that is responsible for providing the quantitative analysis of the fund’s transaction costs. Serve as the point person for all quantitative analysis related to
Role:- Your role as a quant analyst on the team will involve research that will focus on long term (daily) and intraday trading books (horizon: 1 minute to several hours). You will join a small dynamic team
Role :- Your main role will be overseeing the day-to-day workflow of the futures research team; supervision of the research staff; independent development of alpha strategies; and driving engagement with qualitative community to foster research innovation.
Role :- The Portfolio Manager is expected to have existing systematic trading strategies that they can bring to the firm Portfolio Managers will implement their existing strategies using the fund’s execution platform and benefit from their
Role:- Your role will involve using machine learning to implement quant trading strategies in the global equity markets . Requirements:- PhD from a top tier university with a focus on Statistics / Applied Math / Computer Science
Role:- You will be working as an experienced PM in the futures / FX space on the mid frequency side. You will work on developing and building out futures/ FX strategies working closely with the development
Role:- As a Quantitative Researcher you will: Research Alpha Ideas with a view to enhancing predictive capability of new and existing models Identify Concrete Research Objectives for advancing profitability of live trading strategies Implement High-Speed Computational
Requirements:- The group is focused on quantitative market making and arbitrage strategies in numerous derivative products around the world Candidates will assist in numerous daily trading activities and help build out new quantitative models and strategies.