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Top systematic hedge fund is seeking a quantitative developer for their high frequency index arbitrage trading team.

Top systematic hedge fund is seeking an experience quant developer for their index arb platform. Candidates will work closely with strategists and other developers to develop new systematic trading strategies.

Candidates should hold a BS, MS, or Ph.D. in computer science or mathematics and have at least 2+ years of experience working on high performance trading systems or systematic trading strategies. Candidates are expected to be highly proficient in C++ as well as have a strong back ground in low latency, distributor client-server applications development. Compensation is top of the market and the candidate will gain experience in a wide variety of sophisticated trading platforms.

Job Start Date: 
Sunday, January 1, 2012


NY New York , NY
United States
40° 42' 51.6708" N, 74° 0' 21.5028" W
New York US
WallStreet Prep Master Financial Modeling