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Quant Position

Job Title: Quant Position
Contract Type: Permanent
Location: Old Greenwich,United States
Salary: 150,000-200,000+
REF: 30000582
Contact Name: Steven Dilamani
Contact Email:
Job Published: over 1 year ago

job description

Quant Position / Old Greenwich, CT or New York, NY / Full Time

Our client, a global investment management firm, is seeking candidates with outstanding academic credentials to join their team of Quants.

Quants contribute to the development and evaluation of systematic strategies which harness
statistically-based predictive signals associated with various market inefficiencies. Successful
applicants will receive training commensurate with their experience and development.

Job Responsibilities (include, but not limited to the following):
- As a member of a small team, design, develop and implement an innovative
quantitative methodology for firm wide portfolio optimization.
- Develop methods and tools to evaluate and optimize the firm's trading strategies and
trading signals
- Design and run experiments to test hypotheses about the market and/or the firm's
trading signals
- Perform analyses on the firm's historical trading to improve profitability
- Take new ideas, methods, or models and implement them efficiently in code
- Deal with other quantitative tasks faced by the company

Job Qualifications:
- Ph.D. in Mathematics, Physics, or Computational Mathematics is necessary (the
interview process can be started if a Ph.D. is pending within 3-4 months)
- Exceptional record of achievement proven by several of the following requirements:
authorship of scholarly articles in peer reviewed publications and citations of said
articles; participation in major conferences; receipt of significant national or
internationally recognized prizes; membership in professional associations requiring
outstanding achievements for membership; and published materials about your
achievements. We expect successful candidates to have at least 3 papers in peer
reviewed journals
- Interest in applying mathematical models in the field of quantitative finance
- Knowledge of programming (C++, Python) is desired but not required
- Knowledge of finance is not required