statistical arbitrage developer

A Major London hedge fund is looking to hire an expert C++ developer to join the statistical arbitrage desk.

30/04/2008 in theITJobBoard Save

Statistical Arbitrage, Quant Developer, Hedge Fund, C++, Leadership, PhD, Systematic trading Our client is a New York City based Hedge fund & would like to hire an experienced statistical arbitrage quant developer. The role and opportunity The firm.... Requirements 3yrs+ developing and deploying the purely statistical arbitrage strategies. You should be motivated by an opportunity.... Ideally this candidate will come from senior profile and will have some leadership skills. As an experienced quant developer, you...

01/03/2008 in CWJobs Save

Jobs similar to "statistical arbitrage developer": quant developer, phd quant

Statistical Arbitrage, Quant Developer, Hedge Fund, C++, Leadership, PhD, Systematic trading Our client is a New York City based Hedge fund & would like to hire an experienced statistical arbitrage quant developer. The role and opportunity The firm.... Requirements 3yrs+ developing and deploying the purely statistical arbitrage strategies. You should be motivated by an opportunity.... Ideally this candidate will come from senior profile and will have some leadership skills. As an experienced quant developer, you...
Contract: Permanent

29/02/2008 in Totaljobs Save

Jobs similar to "statistical arbitrage developer": quant developer

Statistical Arbitrage, Quant Developer, C++, Trading strategy development, Real Time, Program Trading, VWAP, TWAP Tier 1 Investment Bank's statistical arbitrage team would like to hire an additional quantitative resource. Group This group of quantitative traders is focused on developing and trading high frequency statistical arbitrage strategies across the global equities and futures markets. This group sits outside the core function of the bank as a proprietary trading group and it takes...
Contract: Permanent

15/01/2008 in Totaljobs Save

Jobs similar to "statistical arbitrage developer": statistical arbitrage, arbitrage program

Statistical Arbitrage, Quant Developer, C++, Trading strategy development, Real Time, Program Trading, VWAP, TWAP Tier 1 Investment Bank's statistical arbitrage team would like to hire an additional quantitative resource. Group This group of quantitative traders is focused on developing and trading high frequency statistical arbitrage strategies across the global equities and futures markets. This group sits outside the core function of the bank as a proprietary trading group and it takes...
Contract: Permanent

17/01/2008 in Totaljobs Save

Statistical Arbitrage, Quant Developer, C++, Trading strategy development, Real Time, Program Trading, VWAP, TWAP Tier 1 Investment Bank's statistical arbitrage team would like to hire an additional quantitative resource. Group This group of quantitative traders is focused on developing and trading high frequency statistical arbitrage strategies across the global equities and futures markets. This group sits outside the core function of the bank as a proprietary trading group and it takes...
Contract: Permanent

19/01/2008 in Totaljobs Save

Statistical Arbitrage, Quant Developer, C++, Trading strategy development, Real Time, Program Trading, VWAP, TWAP, Equities, Options, Futures Tier 1 Investment Bank's statistical arbitrage team would like to hire an additional quantitative resource. Group This group of quantitative traders is focused on developing and trading high frequency statistical arbitrage strategies across the global equities, options and futures markets. This group sits outside the core function of the bank as a...
Contract: Permanent

13/02/2008 in Totaljobs Save

A Premier Mayfair hedge fund is looking to hire a skilled developer to join the statistical arbitrage research and trading desk. You will be working on the research and implementation of new and existing statistical arbitrage trading strategies using your development skills. This role will involve working closely with the business side as well as with the quants and traders. This is an exceptional chance to join an immensely profitable hedge fund, and gain maximum exposure to a range of...

12/02/2008 in CWJobs Save

Leading Statistical Arbitrage team within a city based Hedge Fund is looking to urgently hire a C++ Quant Developer. You will be working closely with the Quant team, writing and implementing pricing models and as your business knowledge increases, you will do less and less technical development and move more into a Quant position. All their multithreaded systems are built in Java so you must be willing to cross train into this. Excellent education required with preferably a PhD from a reputable...

14/01/2008 in theITJobBoard Save

Jobs similar to "statistical arbitrage developer": statistical arbitrage

C# / C++ / Java developer - Statistical Arbitrage - London - Hedge Fund Award wining mixed arbitrage hedge fund manager requires top performing Front Office C# (some C++, any OO background) Analyst Developer to play key role in building in-house risk system for the Emerging Markets desk This is a rare role offering exposure to a diverse range of asset classes and trading strategies. The position is vacant due to an internal move towards the trading desk - the Fund offers unrivalled career...
Contract: Permanent

1 week ago in CWJobs Save