Hedge Fund Quants

I am working with various hedge funds and quantitative investors looking for exceptional quants.  While many believe Hedge Funds favor candidates with prior industry experience, many funds interested in quantitative strategies also look for applicants with – impressive academic backgrounds in  Math & Science, strong tech, and able to  programming in various computer  languages.  Providing sufficient background detail can greatly improve your chances of landing a hedge fund job or receiving capital allocation.

Some of the things I look for are

– 0 to 5 years experience –

– Backgrounds in Physics, Math, EE, CS, Machine Learning at top-tier institutions in the US and abroad (generally at the PhD level),

-2D 3D PSD

-Pattern Recognition

– Neural Networks

– Post-docs at top-tier institutions

– Experience at top-tier research labs

– Coding experience in languages other than Matlab, R, and SAS

– Experience working with real world large datasets

– Best Student Paper awards at conferences like IEEE and NIPS

– Highly-cited publications in top peer-reviewed journals

– Awards and honors in competitions like Putnam, IMO, other National Olympiads

– Candidates with “desk quant” experience are usually not a fit; we want quants who are driving strategies rather than just supporting traders

 

Submit  your resume to  Xin@spotquant.com  

The following helps can help me better understand your

investment methodology- model tear sheet, strategy description,

performance reports, data sheets etc…

 

Thank you 

Xin Chen 

 

 

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