Quantitative Analyst - Liquid Markets Hedge Fund Team

New York  ‐ Onsite
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Keywords

Description

POSITION:

The Quanti Analyst will work with closely with the Portfolio Managers and Execution Traders as well as the Quantitative Developers and Risk Analysts to create performance analytics and determine the best ways to manage risk within existing and future positions.

KEY RESPONSIBILITIES:
  • Create performance analytics utilizing: track record analysis, portfolio optimizations, unit risk size and model calibration, principle component analysis
  • Create and run Monte Carlo simulations of draw-downs
  • Effectively break down and communicate the most complex mathematical theories
  • Work closely and collaborate with management teams, traders, portfolio managers and risk group


REQUIRED QUALIFICATIONS:
  • Relevant and practical experience working on the trading floor
  • At least 7 years of modeling experience
  • A degree in financial engineering, with a PHD or masters in statistics, physics or mathematics
  • Knowledge of applied mathematics with a focus on probability, stochastic calculus, stochastic processes, partial differential equations and numerical analysis
  • Strong coding experience
  • Knowledge and practical use of risk management methodologies
  • Strong communication skills
  • Ability to work closely with fast paced traders and portfolio managers


To find out more about Huxley Associates please visit www.huxley.com
Start date
02/2014
From
Huxley Associates
Published at
18.02.2014
Project ID:
664943
Contract type
Permanent
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