Job Posting Detail

C++ Statistical Arbitrage Developer Hedge Fund
Date Posted:	4/29/2003
Location:	San Francisco, US
Salary:	Up to $250k total comp depending on experience
Job Description:	Market neutral fund with highly profitable equity statistical arbitrage desk is seeking to expand into tactical/systematic trading using new highly sophisticated, state of the art quantitative models. As part of this expansion they seek an exceptionally talented financial systems developer with a strong quantitative or computer science background and outstanding C++ development skills. You will have a minimum of 3-5 years experience developing analytical systems for high speed, high frequency analysis and automated excecution of trading arbitrage opportunities. Additionally you will have direct experience of working close to the business groups and have consequently gained strong knowledge of futures, options, warrants in addition to the principles involved in long/short trading strategies. You will be involved in the design and development of entirely new high performance trading system around exceptionally complex and innovative 'black box' models/algorithms. C++, Unix/NT, Sybase.
Contact Via E-mail to:	[email protected]

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