Quantitative Research- Hedge Fund- Manhattan
A multi strategy hedge fund seeks a quantitative researcher for their high frequency market making and statistical arbitrage trading desk.

The fund was established as a spin off in 2009 and has had record returns year on year. With consistent growth they have followed a steady but clearly defined growth strategy and are now actively seeking to make two hires to the team as they anticipate further expansion in 2013.

The position requires an exemplary academic background and at least three years industry experience within quantitative research / trading in a hedge fund environment. You will be responsible for the entire process from alpha generation and back testing through to final implementation.

As a quantitative researcher you will be responsible for:
Research on high frequency data across equity, futures, currency, commodities options and fixed income markets to develop alpha signals
Designing and managing production trading systems

Prerequisites:
Excellent academic records from a top rated Ivy League university in a quantitative field
At least 18months experience in High Frequency Strategy Research: Alpha Modelling, Data mining, Idea Generation
Proven ability in programming and quantitative modelling

Applications:
Please apply directly to apply.a33hoiviza@selbyjennings.aptrack.co.uk with a word format CV