Firm Overview:

This client specializes in the rigorous development and disciplined implementation of empirically based quantitative trading strategies.

Responsibilities:

• Develop, implement and evaluate quantitative trading models in the global equity markets
• Continuously improve trading models and modeling techniques
• Identify orthogonal factors to enhance overall portfolio performance

Qualifications:

• 5+ years quantitative hedge fund or proprietary trading experience
• Experience utilizing statistical modeling techniques to develop quantitative trading models
• Keen focus on achieving outstanding risk adjusted returns
• Strong interest in the financial markets
• Exceptional economic intuition
• Degree(s) in statistics, mathematics, computer science or other technical disciplines

This role offers a hybrid schedule with offices based in Jersey City, New Jersey.

The base pay for this position is anticipated to be between $175,000 and $300,000 per year.