Top tier financial institution (buy-side) is looking for quantitative strategists for both their fixed income and equities research areas.
Candidate will be responsible for researching and developing quantitative strategies in either the fixed income and equities area. Role involves statistical analysis of historical data, risk modeling, tracking real-time PnL, analyzing market data, and implementing models.
Thus candidates must have strong technical skills in C++ and strong quant skills. Master's and PhDs in Math, Statistics or Sciences from top 30 schools preferred along with high GPAs.
