Quant Analyst Roles on Quantitative Strategies Team for BIG name Hedge Fund

HFT  FX    Fixed Income Arb   Index Arb   Stat Arb

Requirements:
• PhD in Physics, Mathematics, Engineering or an applicable field…Very quantitative focused thesis
• Extensive hands-on experience in a Financial Services firm on a Model Validation or middle/front office Risk team.
• Motivated and capable of validating complex models to the highest degree.
• Excellent modeling, analytical, research and programming skills (C++, SAS, Matlab)
• Strong communication skills both verbal and written
• Good project management skills, with the ability to work independently on multiple tasks and/or projects.
Key words: team lead, model validation, model comparison, model review, validation, validation analysis, market risk, cross asset, Risk, quantitative risk, economic risk, credit risk, hedging models, FX, Interest Rates, capital models.
*Please submit your resume and supporting document to xin@spotquant.com

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