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发帖数: 5 | 1 A highly successful hedge fund in NYC is currently looking to add to their
team. This is an excellent opportunity to join the firm who plans double one
of its quant teams by Oct. 2012
New hires will be working within a team responsible for designing multi-
asset strategies, advanced investment risk models and financial analytics.
Senior successful figure on the team will be working directly with you.
Your direct responsibilities will include:
o Develop or set up libraries for pricing and investment risk
o Develop quantitative signals and customize indexes
o Develop back-testing analytics
o Understand and improve the process for tracking, predicting and explaining
alpha in the portfolios.
o Monitor and analyze the effectiveness of current valuation and risk models
o Collaborate with the traders on the design of new products
o Implement model in Matlab, Java, C++ and others
Required:
o Market knowledge fixed income
o Ability to quickly and efficiently work with models
o Have good experience organizing and automating code and quantitative
processes
o Strong analytical and problem solving skills
o Knowledge of fixed income and derivatives products
o Strong knowledge in Matlab and Java or C++
o Basic knowledge in SQL
The ideal candidate will have knowledge of investment risk modeling, signal
research, portfolio construction and optimization.
Please contact me with in-site email for further information. | L******g
发帖数: 1371 | | c***z
发帖数: 6348 | |
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