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C++ High-Frequency Statistical Arbitrage Quant Developer - Hedge Fund

New York based Hedge Fund looking for an experienced C++ developer (min of 5 years experience), with 2-3 years in the Financial Industry as a strategy coder or analysis quant in high-frequency data. Successful Candidate will be required for coding and analysis of high frequency equity statistical arbitrage strategies. Numerate or quantitative academic background is essential (up to PhD level coupled with extensive research experience), as is strong statistics, and signal detection in experimental data. Prior experience in statistical arbitrage is advantageous. Training and supervision will be provided as needed. Exceptional C++ programming experience, including STL libraries and Multithreading coding, Unix and Perl skills and source control essential. Main duties will be enhancing pre-existing strategies as well as initiating new directions and ideas for new strategies.

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