For consideration, please submit your resume along with a cover letter, including your salary requirements to: careers@quantexcap.com
NO PHONE CALLS, PLEASE.
Seeking a senior quantitative researcher to join our R&D team. The successful candidate will be responsible for carrying out various quantitative research and analytic projects in the areas of portfolio construction, risk modeling, execution research, hypothesis testing and back-testing.
The successful candidate should have:
- Advanced degree (preferably Ph.D.) in a quantitative discipline such as computer science, mathematics, or physics from a top tier school
- 5+ years of risk analytics experience, able to explain risk measures, VAR, tracking error, volatility, Beta, drawdowns and create scenario analysis
- Ability to handle large data sets in a numerical computation oriented development environment, with proven ability to implement solutions in Java or C++
- Excellent analytical, problem solving, and troubleshooting skills
- Superior project management skills, & communication skills
- Ability to work under a fast paced and chaotic environment with tight deadlines
- Experience in scripting language such as Perl and Python is a plus
- CFA/FRM license is a plus