Monday, March 31, 2008

Quant Developer - NYC Job Code PAKJA3


If not you, would you know someone??? I will pay a finders' fee if you
refer someone who is hired.


Quantitative Engineer

Research/Quant/Quantitative Engineer

Position is on the quant team.
They are seeking people who have direct high-frequency equity
experience.
Many of the banks have had layoffs in this area.
Their specialty is high-frequency trading and execution optimization
with sophisticated and rigorous mathematical underpinnings. Strong
research is at the very core of their activities. They are expanding
aggressively, both in their main software offerings and in new areas of
quantitative trading. Quants will be performing fundamental research in
topics relevant to high-frequency trading, including execution
optimization, risk management and trading strategies. They will
participate actively in the development and implementation of results
from their research..

A successful candidate will:

* Be very smart, curious and interested in quantitative finance.
* Have solid mathematical training. We prefer at least a master's
degree in physics, mathematics, computer science, engineering or
the physical sciences.
* Be an excellent programmer-and even more important, enjoy
programming. Our critical advantage is the ability to deploy
trading algorithms better and faster than anyone else, so we don't
have a strong divide between research and development.

Specific skills that may help a candidate are:

* Professional-level knowledge of Java, C++ or .NET
* Expertise with data-analysis software like Matlab, R or S+
* Strong statistics/econometrics background
* Experience with high-frequency data, especially direct
high-frequency equity data

Email resume in Word to thebiggamehunter@cisny.com ONLY IF YOU HAVE THE
EXPERIENCE SOUGHT. Please include the job code with the position.

NO RELOCATION. NO VISA TRANSFERS. NO 3RD PARTIES. NO OVERSEAS RESUMES.

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