A Fixed-Income Hedge Fund in New York City is currently looking for a junior level Quantitative modeler/researcher to help build out their growing Agency MBS team. They have a leadership team based up of MIT, Princeton, UPenn, and NYU graduates who have 10+ years of industry quant experience at some of the world's most well-known hedge funds and investment banks.
They are looking to hire a recent PhD graduate to join their quant group in New York and receive close, hands-on training from extremely intelligent and vetted individuals within the industry. This firm offers the ideal scenario for anyone who is looking for an opportunity to break through into the Quantitative Finance space and build a strong foundation for their future career in the industry.
Ideal candidates should possess:
- Recent PhD graduate or Postdoctoral Researcher with a degree in a quantitative field (Physics, Computer Science, Mathematics, etc.)
- Exceptional demonstrated skill working on projects involving C++ programming
- Experience working with large, noisy data sets
- Strong mathematical and statistical skills