NYC based hedge fund seeks quant with experience developing statistical models from 1 Terabyte+ data sets

Imported from previous forum

NYC based hedge fund seeks world-class quantitative modelers to join it’s highly motivated team. The ideal candidate will have a bachelor’s degree in mathematics and/or computer science from a top university; an advanced degree in hard science, computer science, or the equivalent (a field where strong math and statistics skills are necessary); two or more years of professional programming experience in Java and C, preferably in the financial sector; strong numerical programming skills; strong knowledge of computational numerical algorithms, linear algebra, and statistical methods; and experience working with large data sets. Quant candidates will have exceptionally strong quantitative skills as well as programming skills and will write production quality, high reliability, highly tuned numerical code.

Please contact Patrick Burke for further information:

pb@navistaff.com
908.273.6960 ext. 102