Monday, March 16, 2009

Quantitative Traders - Strategy Development

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Description

Quantitative research and trading firm is looking for traders and developers with existing high frequency, intraday strategies that can be fully automated. We will consider outright, spread, and arb strategies. We can offer membership rates on most exchanges, infrastructure that provides top notch execution, and access to institutional capital. Significant capital can be committed and increasing amounts will be applied as strategies prove themselves. Profit participation is likely to exceed what you would receive at a hedge fund. Relocation is not necessary.

Please send a presentation of your strategy. Provide as complete a description as possible, along with return statistics, without giving away proprietary algorithms.

Requirements

•Minimum of three years experience building quantitative models for a hedge fund, bank, or prop trading firm

•PhD in a quantitative discipline is preferred but not required

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