Quantitative developers needed for top quantitative strategies group

Imported from previous forum

Quantitative programmer/researcher for fast-growing equity proprietary trading
group. Desire to work in a team with compensation tied to PnL. 2-5 years of
experience in investment work required, focusing on database design,
backtesting/performance analytics/statistical analysis, optimization, tic data.
Fleuncy in java, C, C++, perl, Sybase. Unix/Linux/Windows platforms. Knowledge
of K, APL a positive. Engineering or applied science background preferred.

Please contact Patrick Burke with further detail. 908.273.6960 ext. 102. pb@navistaff.com