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|Investment Research Modeler / Programmer (Hedge Fu
||competitive compensation and benefits
|| Prestigious Hedge Fund in Southern Connecticut is looking for a PhD Quant to conduct research and develop analytical software focusing on investing in Commodity, Foreign Exchange and Interest Rates futures and options. The position will involve sophisticated model building for trading strategies, portfolio optimization and risk management and require hands-on object oriented programming. Applicants should have a Top School quantitative advanced degree [PhD preferred] in Econometrics, Statistics, Engineering or another Applied Science with strong [professional quality] programming skills in C++/UNIX. Extensive background in econometric modeling and the use of statistical software (Gauss, Matlab, SAS, etc.) is an absolute must. Previous research experience involving financial markets data highly, highly desired. Superior communication skills are critical. Very competitive compensation and benefits package.
Register online at AnalyticRecruiting.com and refer to Jolb#DR311. MS Word attached resume will be requested. Recruiter for this position: Dan Raz, [email protected]
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