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发帖数: 40 | 1 Multi-strategy hedge fund seeks quantitative strategist/researcher for its
successful equity statistical arbitrage and quant futures trading group. The
ideal candidate should have 1-5 years of working experience in hedge fund
or bank; PhD in computer science, mathematics, physics, statistics or
engineering from a top school; very strong quantitative background and
programming skills in C++/Java, Python or MATLAB; experience handing large
data set.
Please email your resume to [email protected]
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